Work

No-arbitrage conditions for storable commodities and the modeling of futures term structures

Year: 2010

Type: article

Source: Journal of Banking & Finance

DOI: 10.1016/j.jbankfin.2010.03.013

Authors: Peng (Peter) Liu, Ke Tang

Institutions: Cornell University, Renmin University of China

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2026039938

FWCI: 2.471

Cites: 46

Cited by: 29

Related to: 10