Option Pricing Approaches to Risk

Charles Moss

Chapter 10 in Risk, Uncertainty and the Agricultural Firm, 2010, pp 209-226 from World Scientific Publishing Co. Pte. Ltd.

Abstract: AbstractThe following sections are included:Introduction to Options and FuturesFutures and the HedgeOptionsOption Pricing using Black-ScholesReal Option ValuationDerivation of the Value of WaitingApplication to CitrusCrop InsuranceSummary

Keywords: Agricultural Economics; Decision Making under Uncertainty; Agricultural and Resource Policy; Proprietary Firms; Applied Finance (search for similar items in EconPapers)
Date: 2010
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