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Pricing Exotic Basket Options for Milk Using Arbitrage-based Dynamic Conditional Correlation
Bozic, Marin
;
Keller, Thomas
2018
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Title
Pricing Exotic Basket Options for Milk Using Arbitrage-based Dynamic Conditional Correlation
Author(s)
Bozic, Marin
Keller, Thomas
Subject(s)
Risk and Uncertainty
Issue Date
Apr 07 2018
Publication Type
Conference Paper/ Presentation
DOI and Other Identifiers
10.22004/ag.econ.276152
Record Identifier
https://ageconsearch.umn.edu/record/276152
Language
English
Record Appears in
Regional Research Projects
>
Southern Association of Agriculture Experiment Station Directors (SAAESD)
>
SCC-76: Economics and Management of Risk in Agriculture and Natural Resources
>
SCC-76 Meeting, 2018, April 5-7, Kansas City, Missouri
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