Valuation of Commodity Futures and Options Under Stochastic Convenience Yields, Interest Rates, and Jump Diffusions in the Spot-Reference-Cited by-同舟云学术

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Valuation of Commodity Futures and Options Under Stochastic Convenience Yields, Interest Rates, and Jump Diffusions in the Spot

Published:1998-03 Issue:1 Volume:33 Page:61
ISSN:0022-1090
Container-title:The Journal of Financial and Quantitative Analysis
language:
Short-container-title:The Journal of Financial and Quantitative Analysis

Author:

Hilliard Jimmy E.,Reis Jorge

Publisher

JSTOR

Subject

Economics and Econometrics,Finance,Accounting

Cited by 193 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

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