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Conference papers

Convenience yield and commodity prices

Delphine Lautier 1
1 DRM - Dauphine Recherches en Management
Keywords : convenience yield storage theory commodity derivatives
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Conference papers
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https://halshs.archives-ouvertes.fr/halshs-00640937
Contributor : Delphine Lautier <>
Submitted on : Monday, November 14, 2011 - 2:39:13 PM
Last modification on : Wednesday, September 23, 2020 - 4:29:01 AM

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  • HAL Id : halshs-00640937, version 1

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CNRS | DRM | UNIV-DAUPHINE | DRM-DAUPHINE | PSL

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Delphine Lautier. Convenience yield and commodity prices. Summer school on "Perceiving, measuring and managing risk: illiquidity, long term risk and natural resources,", Pacific Institute for Mathematical Sciences, UBC, Jul 2008, Vancouver, Canada. ⟨halshs-00640937⟩

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