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AgEcon Search 6 records found Search took 0.06 seconds. 
1.
Estimates of the joint value of the timing and location options in the corn futures contract on the CBOT are obtained by using a multinomial diffusion process. The estim [...]
2000 | Conference Paper/ Presentation |
2.
This paper estimates values of the delivery options implicit in the CBOT corn futures contract. Joint values of the timing and location options are estimated for the year [...]
2000 | Conference Paper/ Presentation |
3.
This paper analyzes serial correlation in stock returns, and informational role of volume and volatility in Polish and Slovakian stock markets. Results indicate that pric [...]
1999 | Working or Discussion Paper |
4.
SUMMARY: This study focuses on the analysis of the production behavior and risk preferences in the presence of output price uncertainty. Following a theoretical model ba [...]
2002 | Journal Article |
5.
The value of the timing option implicit in CBOT corn futures contract is estimated. Separate estimates are obtained for the option without and with convenience yield. The [...]
1999 | Conference Paper/ Presentation |
6.
The value of the timing option implicit in CBOT corn futures contract is estimated. Separate estimates are obtained for the option without and with convenience yield. The [...]
1999 | Working or Discussion Paper |

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