A Convenience Yield Approximation Model for Mean-Reverting Commodities.
- Published in:
- Journal of Futures Markets, 2015, v. 35, n. 7, p. 625, doi. 10.1002/fut.21670
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- Publication type:
- Article
Works matching IS 02707314 AND DT 2015 AND VI 35 AND IP 7
Results: 4
1
2
The Distribution of Uncertainty: Evidence from the VIX Options Market.
- Published in:
- Journal of Futures Markets, 2015, v. 35, n. 7, p. 597, doi. 10.1002/fut.21673
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- Publication type:
- Article
3
Hoarding the Herd: The Convenience of Productive Stocks.
- Published in:
- Journal of Futures Markets, 2015, v. 35, n. 7, p. 679, doi. 10.1002/fut.21679
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- Publication type:
- Article
4
Implied Risk Neutral Densities From Option Prices: Hypergeometric, Spline, Lognormal, and Edgeworth Functions.
- Published in:
- Journal of Futures Markets, 2015, v. 35, n. 7, p. 655, doi. 10.1002/fut.21668
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- Publication type:
- Article