Volatility Surface and Skewness in Live Cattle Futures Price Distributions with Application to North American BSE Announcements
| Year of publication: |
2009
|
|---|---|
| Authors: | Thomsen, Michael R. ; McKenzie, Andrew M. ; Power, Gabriel J. |
| Institutions: | Agricultural and Applied Economics Association - AAEA |
| Subject: | options markets | live cattle | volatility | pricing density function | Financial Economics | Livestock Production/Industries | Risk and Uncertainty |
| Extent: | application/pdf |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | The text is part of a series 2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin Number 49354 |
| Source: |
Persistent link: https://www.econbiz.de/10005012540