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Keywords: Derivative Security
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Journal Articles
Journal of Derivatives and Quantitative Studies: Seonmul yeon’gu (2009) 17 (1): 51–75.
Published: 28 February 2009
... models show stable results for DLS prices using WTI index as an underlying asset. However, they results in outcomes, which are relatively not stable, on valuing DLS written on multi underlying assets including nickel. Commodity Derivative Security Convenience Yield Schwartz Model Geometric...

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