Web31 de jan. de 2024 · Convenience Yield: A convenience yield is the benefit or premium associated with holding an underlying product or physical good, rather than the contract or derivative product. Web1 de jan. de 2004 · One popular class of such models are the so-called convenience yield models, introduced by Gibson and Schwartz (1990) who proposed a factor model in which the drift of the spot price was driven...
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