Pricing Options on Commodity Futures: The Role of Weather and Storage
Year of publication: |
2011-05-03
|
---|---|
Authors: | Bozic, Marin ; Fortenbery, T. Randall |
Subject: | arbitrage pricing model | options on futures | generalized lambda distribution | theory of storage | skewness | Agribusiness | Agricultural Finance | Crop Production/Industries | Financial Economics | Research Methods/ Statistical Methods | Risk and Uncertainty |
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