The design and pricing of fixed- and moving-window contracts : an application of Asian-basket option pricing methods to the hog-finishing sector
Year of publication: |
2003
|
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Authors: | Shao, Renyuan ; Roe, Brian |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 23.2003, 11, p. 1047-1073
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Subject: | Optionspreistheorie | Option pricing theory | Derivat | Derivative | Risikomanagement | Risk management | Schweinehaltung | Pig farming | USA | United States | Optionsgeschäft | Option trading |
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