Work

A Convenience Yield Approximation Model for Mean‐Reverting Commodities

Year: 2014

Type: article

Source: Journal of Futures Markets

DOI: 10.1002/fut.21670

Authors: Engelbert J. Dockner, Zehra Eksi, Margarethe Rammerstorfer

Institutions: Vienna University of Economics and Business, MODUL University Vienna

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1909577263

FWCI: 3.66

Cites: 23

Cited by: 19

Related to: 10