STOCHASTIC CONVENIENCE YIELD AND THE PRICING OF OIL CONTINGENT CLAIMS

[1] BJERKSUND P, 1989, UNPUB MANAGING INVES

[2] TESTS OF AN AMERICAN OPTION PRICING MODEL ON THE FOREIGN-CURRENCY OPTIONS MARKET [J]. JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, 1987, 22 (02) : 153 - 167

[3] BRENNAN F, 1986, UNPUB COSTS CONVENIE

[4] Brennan M.J., 1979, J BANKING FINANCE, V3, P133, DOI [DOI 10.1016/0378-4266(79)90011-6, 10.1016/0378-4266(79)90011-6]

[5] EVALUATING NATURAL-RESOURCE INVESTMENTS [J]. JOURNAL OF BUSINESS, 1985, 58 (02) : 135 - 157

[6] Cox J., 1975, NOTES OPTION PRICING, V1

[7] THE RELATION BETWEEN FORWARD PRICES AND FUTURES PRICES [J]. JOURNAL OF FINANCIAL ECONOMICS, 1981, 9 (04) : 321 - 346

[8] A THEORY OF THE TERM STRUCTURE OF INTEREST-RATES [J]. ECONOMETRICA, 1985, 53 (02) : 385 - 407

[9] Duffle D., 1989, FUTURES MARKETS

[10] BUSINESS CYCLES AND THE BEHAVIOR OF METALS PRICES [J]. JOURNAL OF FINANCE, 1988, 43 (05) : 1075 - 1093

[1] BJERKSUND P, 1989, UNPUB MANAGING INVES

[2] TESTS OF AN AMERICAN OPTION PRICING MODEL ON THE FOREIGN-CURRENCY OPTIONS MARKET [J]. JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, 1987, 22 (02) : 153 - 167

[3] BRENNAN F, 1986, UNPUB COSTS CONVENIE

[4] Brennan M.J., 1979, J BANKING FINANCE, V3, P133, DOI [DOI 10.1016/0378-4266(79)90011-6, 10.1016/0378-4266(79)90011-6]

[5] EVALUATING NATURAL-RESOURCE INVESTMENTS [J]. JOURNAL OF BUSINESS, 1985, 58 (02) : 135 - 157

[6] Cox J., 1975, NOTES OPTION PRICING, V1

[7] THE RELATION BETWEEN FORWARD PRICES AND FUTURES PRICES [J]. JOURNAL OF FINANCIAL ECONOMICS, 1981, 9 (04) : 321 - 346

[8] A THEORY OF THE TERM STRUCTURE OF INTEREST-RATES [J]. ECONOMETRICA, 1985, 53 (02) : 385 - 407

[9] Duffle D., 1989, FUTURES MARKETS

[10] BUSINESS CYCLES AND THE BEHAVIOR OF METALS PRICES [J]. JOURNAL OF FINANCE, 1988, 43 (05) : 1075 - 1093