Characterizing implied volatility functions from agricultural options markets
Andrew M. McKenzie, Michael R. Thomsen, Michael K. Adjemian
| Year of publication: |
2022
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|---|---|
| Authors: | McKenzie, Andrew M. ; Thomsen, Michael ; Adjemian, Michael K. |
| Published in: |
American journal of agricultural economics. - Hoboken, NJ : Wiley, ISSN 1467-8276, ZDB-ID 2026345-4. - Vol. 104.2022, 5, p. 1605-1624
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| Subject: | agricultural options | implied volatility skew | Volatilität | Volatility | Optionsgeschäft | Option trading | Optionspreistheorie | Option pricing theory | Landwirtschaft | Agriculture | Black-Scholes-Modell | Black-Scholes model |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/ajae.12288 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013466135