THE CALIBRATION OF EXPECTED SOYBEAN PRICE DISTRIBUTIONS - AN OPTION-BASED APPROACH

被引：0
|
作者：
SHERRICK, BJ
FORSTER, DL
IRWIN, SH
机构：
[1] UNIV ILLINOIS,URBANA,IL 61801
[2] OHIO STATE UNIV,COLUMBUS,OH 43210
来源：
AMERICAN JOURNAL OF AGRICULTURAL ECONOMICS | 1990年 / 72卷 / 05期
关键词：
D O I：
暂无
中图分类号：
F3 [农业经济];
学科分类号：
0202 ; 020205 ; 1203 ;
摘要：
引用
收藏
页码：1350 / 1350
页数：1
相关论文
共 50 条
  • [31] Business value and risk in the presence of price controls: an option-based analysis of margin squeeze rules in the telecommunications industry
    P. N. Baecker
    G. Grass
    U. Hommel
    Annals of Operations Research, 2010, 176 : 311 - 332
  • [32] The Profitability of Option-Based Contrarian Strategies: An Empirical Analysis
    Mugwagwa, Tafadzwa
    Ramiah, Vikash
    Moosa, Imad
    INTERNATIONAL REVIEW OF FINANCE, 2015, 15 (01) : 1 - 26
  • [33] Information content of option prices: Comparing analyst forecasts to option-based forecasts
    Sanford, Anthony
    NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, 2024, 73
  • [34] An Option-Based Approach to Risk Arbitrage in Emerging Markets: Evidence from Taiwan Takeover Attempts
    Lin, Luke
    Lan, Li-Huei
    Chuang, Shuang-shii
    JOURNAL OF FORECASTING, 2013, 32 (06) : 512 - 521
  • [35] Technical note: Option-based costing and the volatility portfolio
    de Treville, Suzanne
    Cattani, Kyle
    Saarinen, Lauri
    JOURNAL OF OPERATIONS MANAGEMENT, 2017, 49-51 : 77 - 81
  • [36] AN OPTION-BASED OPERATIONAL RISK MANAGEMENT MODEL FOR PANDEMICS
    Chen, Hua
    Cox, Samuel
    NORTH AMERICAN ACTUARIAL JOURNAL, 2009, 13 (01) : 54 - 76
  • [37] Predicting financial distress: revisiting the option-based model
    Agrawal, Khushbu
    Maheshwari, Yogesh
    SOUTH ASIAN JOURNAL OF GLOBAL BUSINESS RESEARCH, 2016, 5 (02) : 268 - 284
  • [38] AN OPTION-BASED PRICING MODEL OF PRIVATE MORTGAGE INSURANCE
    KAU, JB
    KEENAN, DC
    MULLER, WJ
    JOURNAL OF RISK AND INSURANCE, 1993, 60 (02) : 288 - 299
  • [39] Option price calibration from Renyi entropy
    Brody, Dorje C.
    Buckley, Ian R. C.
    Constantinou, Irene C.
    PHYSICS LETTERS A, 2007, 366 (4-5) : 298 - 307
  • [40] OPTION-BASED RISK MANAGEMENT METHOD OF CHALLENGING DESIGN PROJECT
    Nomaguchi, Yutaka
    Horinouchi, Takahiro
    Dong, Chunzhi
    Fujita, Kikuo
    PROCEEDINGS OF THE ASME INTERNATIONAL DESIGN ENGINEERING TECHNICAL CONFERENCES AND COMPUTERS AND INFORMATION IN ENGINEERING CONFERENCE, 2013, VOL 4, 2014,
12345