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Dynamic speculation and hedging in commodity futures markets with a stochastic convenience yield.
Constantin Mellios
Pierre Six
Anh Ngoc Lai
Published in:
Eur. J. Oper. Res. (2016)
Keyphrases
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financial markets
stochastic processes
data structure
electronic commerce
stock price
neural network
decision making
multi agent systems
dynamic environments
stock market
unit commitment