Characterizing implied volatility functions from agricultural options markets
Year of publication: |
2022
|
---|---|
Authors: | McKenzie, Andrew M. ; Thomsen, Michael ; Adjemian, Michael K. |
Published in: |
American journal of agricultural economics. - Hoboken, NJ : Wiley, ISSN 1467-8276, ZDB-ID 2026345-4. - Vol. 104.2022, 5, p. 1605-1624
|
Subject: | agricultural options | implied volatility skew | Volatilität | Volatility | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading | Landwirtschaft | Agriculture |
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