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Author

H. Adibi

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Preprint Aug 2026

Storage Options and Endogenous Commodity Prices in Continuous Time

We study the price formation of a storable commodity when the decision to sell or keep the commodity is treated as an embedded storage option. The price process is not imposed exogenously. Instead, a candidate price function determines the demand dynamics, while the optimal stopping value generated by those dynamics pr...

N. Karimi, E. Salavati, H. Adibi · 0 citations

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