Pricing of Options with STochastic Volatilities: Application to Agricultural Commodity Contracts
| Year of publication: |
2014-07
|
|---|---|
| Authors: | Lordkipanidze, Nasibrola ; Tomek, William |
| Institutions: | Charles H. Dyson School of Applied Economics and Management, Cornell University |
| Subject: | Agribusiness | Agricultural and Food Policy | Public Economics |
| Extent: | application/pdf |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | The text is part of a series Department of Applied Economics and Management>Staff Papers Number 189185 |
| Source: |
Persistent link: https://www.econbiz.de/10010960860