Derivative Models for Commodity Indices
The article contrasts two models for pricing derivative contracts on a commodity index, emphasizing the difficulties of the microscopic approach and doubting the accuracy of the macroscopic approach.
Featured in No. 58 on 24 Jul 2024 · 6 days after release
- Released
- 18 Jul 2024
- First featured
- No. 58 · 24 Jul 2024
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- Identifier
- SSRN 4898611
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