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Dynamic speculation and hedging in commodity futures markets with a stochastic convenience yield.

Constantin MelliosPierre SixAnh Ngoc Lai
Published in: Eur. J. Oper. Res. (2016)
Keyphrases
  • financial markets
  • stochastic processes
  • data structure
  • electronic commerce
  • stock price
  • neural network
  • decision making
  • multi agent systems
  • dynamic environments
  • stock market
  • unit commitment