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"Storage Costs in Commodity Option Pricing."

Juri Hinz, Max Fehr (2010)

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DOI: 10.1137/090746586

access: closed

type: Journal Article

metadata version: 2021-10-14

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Juri Hinz, Max Fehr:
Storage Costs in Commodity Option Pricing. SIAM J. Financial Math. 1(1): 729-751 (2010)

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