Seasonality and stochastic volatility in wheat options
Year of publication: |
2015
|
---|---|
Authors: | Osei, Michael ; Wang, Zhiguang |
Published in: |
The journal of economics. - St. Louis, Mo. : [Verlag nicht ermittelbar], ISSN 0361-6576, ZDB-ID 1219778-6. - Vol. 41.2015, 1, p. 1-20
|
Subject: | Volatilität | Volatility | Saisonale Schwankungen | Seasonal variations | Stochastischer Prozess | Stochastic process | Optionspreistheorie | Option pricing theory | Weizenmarkt | Wheat market | Weizenanbau | Wheat production | Weizen | Wheat |
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