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Pricing of Options on Commodity Futures with Stochastic Term
Structures of ConvenienceYields and Interest RatesAuthor(s):
Kristian R. Miltersen and Eduardo S. SchwartzReviewed
work(s):Source: The Journal of Financial and Quantitative Analysis,
Vol. 33, No. 1 (Mar., 1998), pp. 33-
59Published by: University of Washington School of Business
AdministrationStable URL: http://www.jstor.org/stable/2331377 .
Accessed: 19/03/2012 19:00
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