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Convenience yield

《Convenience yield》是什么意思

英英释义

Convenience yield

  • A convenience yield is an adjustment to the cost of carry in the non-arbitrage pricing formula for forward prices in markets with trading constraints.

以上来源于:Wikipedia

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Convenience Yield
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Stochastic Convenience Yield and the Pricing of Oil Contingent Claims
Approximation for convenience yield in commodity futures pricing
Stochastic Convenience Yield Implied from Commodity Futures and Interest Rates
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Valuation of Commodity Futures and Options Under Stochastic Convenience Yields, Interest Rates, and Jump Diffusions in the Spot
Pricing of Options on Commodity Futures with Stochastic Term Structures of Convenience Yields and Interest Rates
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