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Convenience Yield and Commodity Markets
(2009) Article accepté pour publication ou publié
Dealing with the Inventory Risk
(2011) Document de travail / Working paper
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AuthorGuéant, Olivier (1)Lautier, Delphine (1)Lehalle, Charles-Albert (1)Tapia, Joaquin Fernandez (1)Subject
Inventory (2)
Arbitrage (1)Commodity (1)Convenience yield (1)Non storable commodities (1)Risk (1)Stocks (1)Trading process (1)... Plus d'optionsDate Issued2011 (1)2009 (1)Type de documentArticle accepté pour publication ou publié (1)Document de travail / Working paper (1)