Pricing Exotic Basket Options for Milk Using Arbitrage-based Dynamic Conditional Correlation

Marin Bozic and Thomas Keller

No 276152, SCC-76 Meeting, 2018, April 5-7, Kansas City, Missouri from SCC-76: Economics and Management of Risk in Agriculture and Natural Resources

Keywords: Risk; and; Uncertainty (search for similar items in EconPapers)
Date: 2018-04-07
References: Add references at CitEc
Citations:

Downloads: (external link)
https://ageconsearch.umn.edu/record/276152/files/Bozic%20-%20Updated.pdf (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:ags:scc018:276152

DOI: 10.22004/ag.econ.276152

Access Statistics for this paper

More papers in SCC-76 Meeting, 2018, April 5-7, Kansas City, Missouri from SCC-76: Economics and Management of Risk in Agriculture and Natural Resources Contact information at EDIRC.
Bibliographic data for series maintained by AgEcon Search ().