Pricing of Options with STochastic Volatilities: Application to Agricultural Commodity Contracts
2014
Files
Details
Title
Pricing of Options with STochastic Volatilities: Application to Agricultural Commodity Contracts
Author(s)
Lordkipanidze, Nasibrola
Tomek, William
Tomek, William
Issue Date
2014-07
Publication Type
Working or Discussion Paper
DOI and Other Identifiers
10.22004/ag.econ.189185
Record Identifier
https://ageconsearch.umn.edu/record/189185
PURL Identifier
http://purl.umn.edu/189185
Total Pages
23
Record Appears in
Cornell University > Department of Applied Economics and Management > Staff Papers