Algebraic properties of evolution partial differential equations modelling prices of commodities
Author:
Publisher
Wiley
Subject
General Engineering,General Mathematics
Reference25 articles.
1. The Stochastic Behavior of Commodity Prices: Implications for Valuation and Hedging
2. Evaluating Natural Resource Investments
3. Stochastic Convenience Yield and the Pricing of Oil Contingent Claims
4. The Valuation of Commodity Contingent Claims
5. Mean Reversion in Equilibrium Asset Prices: Evidence from the Futures Term Structure
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