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Storage Costs in Commodity Option Pricing (2010)

First Author: Hinz J

Attributed to: Centre for Climate Change Economics and Policy funded by ESRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1137/090746586

Publication URI: http://dx.doi.org/10.1137/090746586

Type: Journal Article/Review

Parent Publication: SIAM Journal on Financial Mathematics

Issue: 1