OPTION PRICING ON RENEWABLE COMMODITY MARKETS

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dc.creatorLence, Sergio H.
dc.creatorHayes, Dermot J.
dc.date2017-04-01T20:16:48Z
dc.date.accessioned2026-07-09T03:26:24Z
dc.descriptionPractitioners Abstract: The paper motivates and proposes a closed form option pricing model for markets such as grains or livestock where the price level can be expected to revert to expected production costs. The model suggests that traditional option pricing models will overprice long term options on these markets.
dc.identifierdoi:10.22004/ag.econ.19053
dc.identifierhttps://ageconsearch.umn.edu/record/19053/files/cp02le01.pdf
dc.identifierhttp://ageconsearch.umn.edu/record/19053
dc.identifier.urihttp://hdl.handle.net/123456789/532583
dc.languageeng
dc.publisher
dc.sourcehttp://ageconsearch.umn.edu/record/19053
dc.titleOPTION PRICING ON RENEWABLE COMMODITY MARKETS
dc.typeText

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