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.

 

How to Cite this Article


Zhao, Q. and Gu, G. (2015) Approximation for Convenience Yield with Mean-Reverting Commodity Price. Journal of Mathematical Finance, 5, 233-242. doi: 10.4236/jmf.2015.53021.

Copyright © 2024 by authors and Scientific Research Publishing Inc.

Creative Commons License

This work and the related PDF file are licensed under a Creative Commons Attribution 4.0 International License.