Anderson Graduate School of Management, UCLA. This research has been partially supported (Rajna Gibson) by the Swiss National Fund for Scientific Research.
Stochastic Convenience Yield and the Pricing of Oil Contingent Claims
Version of Record online: 30 APR 2012
© 1990 the American Finance Association
The Journal of Finance
Volume 45, Issue 3, pages 959–976, July 1990
How to Cite
GIBSON, R. and SCHWARTZ, E. S. (1990), Stochastic Convenience Yield and the Pricing of Oil Contingent Claims. The Journal of Finance, 45: 959–976. doi: 10.1111/j.1540-6261.1990.tb05114.x
- Issue online: 30 APR 2012
- Version of Record online: 30 APR 2012
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