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Pricing of Options on Commodity Futures with Stochastic Term Structures of Convenience Yields and Interest Rates
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- Journal:
- Journal of Financial and Quantitative Analysis / Volume 33 / Issue 1 / March 1998
- Published online by Cambridge University Press:
- 09 June 2010, pp. 33-59
- Print publication:
- March 1998
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- Article
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