Stochastic Convenience Yield and the Pricing of Oil Contingent Claims
Author:
Publisher
Wiley
Subject
Economics and Econometrics,Finance,Accounting
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1540-6261.1990.tb05114.x/fullpdf
Reference24 articles.
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2. Tests of an American option pricing model on the foreign currency options market;Bodurtha;Journal of Financial and Quantitative Analysis,1987
3. Brennan , F. 1986 The costs of convenience and the pricing of commodity contingent claims Unpublished paper, University of British Columbia
4. A continuous time approach to the pricing of bonds;Brennan;Journal of Banking and Finance,1979
5. Evaluating natural resource investments;Brennan;Journal of Business,1985
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