Zum Oldenbourg Wissenschaftsverlag

Convenience Yield

An adjustment to the cost of carry in the non-arbitrage pricing formula for forward prices in markets with trading constraints.

Literatur:

Bloss, Michael; Ernst, Dietmar; Häcker, Joachim: Derivatives, 283 Seiten, 2008
[Dieser Titel bei Oldenbourg]


 

 

 

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