Storage costs in commodity option pricing
10.1137/090746586
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sg-nus-scholar.10635-1042012024-11-10T08:54:15Z Storage costs in commodity option pricing Hinz, J. Fehr, M. MATHEMATICS Commodity options Futures markets LIBOR model Theory of storage 10.1137/090746586 SIAM Journal on Financial Mathematics 1 1 729-751 2014-10-28T02:46:25Z 2014-10-28T02:46:25Z 2010 Article Hinz, J., Fehr, M. (2010). Storage costs in commodity option pricing. SIAM Journal on Financial Mathematics 1 (1) : 729-751. ScholarBank@NUS Repository. https://doi.org/10.1137/090746586 1945497X http://scholarbank.nus.edu.sg/handle/10635/104201 000208691600028 Scopus |
| institution |
National University of Singapore |
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NUS Library |
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Asia |
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Singapore Singapore |
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NUS Library |
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ScholarBank@NUS |
| topic |
Commodity options Futures markets LIBOR model Theory of storage |
| spellingShingle |
Commodity options Futures markets LIBOR model Theory of storage Hinz, J. Fehr, M. Storage costs in commodity option pricing |
| description |
10.1137/090746586 |
| author2 |
MATHEMATICS |
| author_facet |
MATHEMATICS Hinz, J. Fehr, M. |
| format |
Article |
| author |
Hinz, J. Fehr, M. |
| author_sort |
Hinz, J. |
| title |
Storage costs in commodity option pricing |
| title_short |
Storage costs in commodity option pricing |
| title_full |
Storage costs in commodity option pricing |
| title_fullStr |
Storage costs in commodity option pricing |
| title_full_unstemmed |
Storage costs in commodity option pricing |
| title_sort |
storage costs in commodity option pricing |
| publishDate |
2014 |
| url |
http://scholarbank.nus.edu.sg/handle/10635/104201 |
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1821228994192736256 |