...为标准的 Wiener 过程,显然 d ~ w it d ~ w jt = ρ dt , δi 和 δj 分别为 产品组合i 和j 的便利收益(convenience yields ), 这是实物资产与金融资产的不同之处.
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This paper explores the pricing of commodity swaps and options on commodity swaps in the presence of convenience yields.
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;
Another limitation is that brands for this study were not selected strictly on the basis of market share or to represent a broad range of tar yields, but rather were a convenience sample.
研究的另一个缺陷在于,研究所针对的烟草品牌并没有严格按照市场份额来挑选,或者说这些挑选的烟草品牌不足以代表不同的焦油含量。相反,这些烟草品牌全是简易样本。
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