Turvey, Calum G.; Komar, Sridar - In: Canadian Journal of Agricultural Economics/Revue … 55 (2007) 1, pp. 138-158
"The market price of risk is conceptually one of the most critical artifacts of modern finance, since it provides the linkage between equilibrium and arbitrage models of derivatives pricing. In this paper, the market price of risk is derived for options on live cattle futures contracts. It...