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Pricing commodity boards using binormal option pricing.

By: Rajan, Raghuran.
Material type: materialTypeLabelBookPublisher: Washington : World Bank, 1988Subject(s): Commodity Prices | Commodity pricesSummary: This note presents a method for pricing commodity linked bonds in the presence of default risk and commodity price risk.
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This note presents a method for pricing commodity linked bonds in the presence of default risk and commodity price risk.

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