在考虑商品的便利收益情况下，探讨了商品互换及其期权的定价。对价格是随机的情形建立了单因素模型；

This paper explores the pricing of commodity swaps and options on commodity swaps in the presence of convenience yields.

youdao

在考虑商品的便利收益情况下，探讨了商品互换及其期权的定价。对价格是随机的情形建立了单因素模型；

This paper explores the pricing of commodity swaps and options on commodity swaps in the presence of convenience yields.

youdao