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Stochastic Convenience Yield Implied from Commodity Futures and Interest Rates

✍ Scribed by JAIME CASASSUS; PIERRE COLLIN-DUFRESNE

Book ID: 109176221
Publisher: John Wiley and Sons
Year: 2005
Tongue: English
Weight: 466 KB
Volume: 60
Category: Article
ISSN: 0022-1082
DOI: 10.1111/j.1540-6261.2005.00799.x

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