Work

Stochastic Convenience Yield and the Pricing of Oil Contingent Claims

Year: 1990

Type: article

Source: The Journal of Finance

DOI: 10.1111/j.1540-6261.1990.tb05114.x

Authors: RAJNA GIBSON, EDUARDO S. SCHWARTZ

Institution: University of California, Los Angeles

Language: English

Topic: Market Dynamics and Volatility

Subfield: Economics and Econometrics

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2089240053

FWCI: 10.46

Cites: 19

Cited by: 1,024

Related to: 10