Pricing commodity options when the underlying futures price exhibits time-varying volatility.
- Journal Title:
- American journal of agricultural economics.
- Journal Volume/Issue:
- Feb 1993. v. 75 (1)
- Format:
- Article
- Language:
- English
- Subjects:
- soybeans
futures trading
options trading
market prices
Monte Carlo method
simulation models
Chicago Board of Trade - View in NAL's Catalog:
- IND93036092