Option pricing revisited : the role of price volatility and dynamics
Jean-Paul Chavas, Jian Li, Linjie Wang
| Year of publication: |
2024
|
|---|---|
| Authors: | Chavas, Jean-Paul ; Li, Jian ; Wang, Linjie |
| Published in: |
Journal of commodity markets : JCM. - Amsterdam : Elsevier, ISSN 2405-8505, ZDB-ID 2851869-X. - Vol. 33.2024, Art.-No. 100381, p. 1-25
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| Subject: | Option pricing | Futures price distribution | Volatility | Dynamics | Quantile | Soybean | Volatilität | Optionspreistheorie | Option pricing theory | Sojabohne | Derivat | Derivative | Schätzung | Estimation | Index-Futures | Index futures |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jcomm.2023.100381 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014526515