Pricing of Options with STochastic Volatilities: Application to Agricultural Commodity Contracts
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DOI: 10.22004/ag.econ.189185
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- Chih-Chen Hsu & An-Sing Chen & Shih-Kuei Lin & Ting-Fu Chen, 2017. "The affine styled-facts price dynamics for the natural gas: evidence from daily returns and option prices," Review of Quantitative Finance and Accounting, Springer, vol. 48(3), pages 819-848, April.
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More about this item
Keywords
Agribusiness; Agricultural and Food Policy; Public Economics;All these keywords.
NEP fields
This paper has been announced in the following NEP Reports:- NEP-AGR-2014-11-28 (Agricultural Economics)
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