Pricing of Options with STochastic Volatilities: Application to Agricultural Commodity Contracts

Nasibrola Lordkipanidze and William Tomek

No 189185, Staff Papers from Cornell University, Department of Applied Economics and Management

Keywords: Agribusiness; Agricultural and Food Policy; Public Economics (search for similar items in EconPapers)
Pages: 23
Date: 2014-07
New Economics Papers: this item is included in nep-agr
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Citations: View citations in EconPapers (1)

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Persistent link: https://EconPapers.repec.org/RePEc:ags:cudasp:189185

DOI: 10.22004/ag.econ.189185

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