An Investigation of Pricing Models for Live Cattle and Feeder Cattle Options
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DOI: 10.22004/ag.econ.232393
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References listed on IDEAS
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Cited by:
- Chavas, Jean-Paul & Li, Jian & Wang, Linjie, 2024. "Option pricing revisited: The role of price volatility and dynamics," Journal of Commodity Markets, Elsevier, vol. 33(C).
- Andrew M. McKenzie & Michael R. Thomsen & Michael K. Adjemian, 2022. "Characterizing implied volatility functions from agricultural options markets," American Journal of Agricultural Economics, John Wiley & Sons, vol. 104(5), pages 1605-1624, October.
- Chavas, Jean-Paul & Li, Jian & Wang, Linjie, 2024. "Option Pricing Revisited: The Role of Price Volatility and Dynamics," 2024 Annual Meeting, July 28-30, New Orleans, LA 343544, Agricultural and Applied Economics Association.
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Keywords
Demand and Price Analysis; Livestock Production/Industries;Statistics
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