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NAKAJIMA Katsushi
Department Ritsumeikan Asia Pacific University College of International Management Position Associate Professor |
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| Language | English |
| Publication Date | 2022/03 |
| Type | Research paper |
| Peer Review | Peer reviewed |
| Title | Equilibrium pricing of commodity spot and forward under incomplete markets with implications on convenience yield |
| Contribution Type | Single Work |
| Journal | Annals of Finance |
| Journal Type | Another Country |
| Publisher | Springer-Verlag |
| Volume, Issue, Page | 18(1),pp.35-80 |
| Author and coauthor | Katsushi Nakajima |
| DOI | https://doi.org/10.1007/s10436-021-00402-7 |