Journal of Mathematical Finance
Vol.5 No.3(2015), Paper ID 57780, 10 pages
DOI:10.4236/jmf.2015.53021
Approximation for Convenience Yield with Mean-Reverting Commodity Price
Qiang Zhao, Guiding Gu
School of Finance, Shanghai University of Finance and Economics, Shanghai, China School of Mathematics, Shanghai University of Finance and Economics, Shanghai, China
Copyright © 2015 Qiang Zhao, Guiding Gu et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
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