The term structure of implied forward volatility : recovery and informational content in the corn options market
Thorsten M. Egelkraut, Philip Garcia and Bruce J. Sherrick
| Year of publication: |
2007
|
|---|---|
| Authors: | Egelkraut, Thorsten Michael ; García, Philip ; Sherrick, Bruce J. |
| Published in: |
American journal of agricultural economics. - Cary, NC : Oxford University Press, ISSN 0002-9092, ZDB-ID 218188-5. - Vol. 89.2007, 1, p. 1-11
|
| Subject: | Optionsgeschäft | Option trading | Mais | Maize | Zinsstruktur | Yield curve | Volatilität | Volatility | USA | United States | 1984-2002 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003448528