Search type Search syntax
Tags [tag]
Exact "words here"
Author user:1234
user:me (yours)
Score score:3 (3+)
score:0 (none)
Answers answers:3 (3+)
answers:0 (none)
isaccepted:yes
hasaccepted:no
inquestion:1234
Views views:250
Code code:"if (foo != bar)"
Sections title:apples
body:"apples oranges"
URL url:"*.example.com"
Saves in:saves
Status closed:yes
duplicate:no
migrated:no
wiki:no
Types is:question
is:answer
Exclude -[tag]
-apples
For more details on advanced search visit our help page
Results tagged with
Search options questions only not deleted user 26547
3 votes
2 answers
267 views

Do underlying assets have a no-arbitrage price?

Can it be shown that the Fundamental Theorem on Asset Pricing (FTAP) applies to underlying assets -- namely bonds, equities, and commodities? … What about things that do not neatly fit into the arbitrage framework, perhaps such as commodities? …
3 votes
0 answers
326 views

What is a stochastic processes which reasonably captures commodity price dynamics?

My requirement is to capture the distribution of net present value (i.e., discounted cash flows) of firms with uncertain revenue streams (e.g., firms which are price takers such as commodities producers … On further reflection, this model may be ill-prescribed since commodities prices are widely believed to exhibit different characteristics, such as mean reversion and term structures which reflect carry …