A Convenience Yield Approximation Model for Mean‐Reverting Commodities

Publisher: John Wiley & Sons Inc

E-ISSN: 1096-9934|35|7|625-654

ISSN: 0270-7314

Source: THE JOURNAL OF FUTURES MARKETS, Vol.35, Iss.7, 2015-07, pp. : 625-654

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Abstract