Estimating Implied Volatility Directly from "Nearest-to-the-Money" Commodity Option Premiums
1988
Files
Details
Title
Estimating Implied Volatility Directly from "Nearest-to-the-Money" Commodity Option Premiums
Subject(s)
Issue Date
1988-08
Publication Type
Working or Discussion Paper
DOI and Other Identifiers
10.22004/ag.econ.116875
Record Identifier
https://ageconsearch.umn.edu/record/116875
PURL Identifier
http://purl.umn.edu/116875
Language
English
Total Pages
19
Series Statement
Working Paper
81588
81588
Record Appears in
Clemson University > Department of Agricultural and Applied Economics > Working Papers