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A Contingent Claim Pricing Model for Valuing Non-Recourse Loan Programs and Target Prices. (1988). Turvey, Calum ; Brorsen, B ; Baker, Timothy.
In: 1988 Annual Meeting, August 1-3, Knoxville, Tennessee.
RePEc:ags:aaea88:270319.

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  1. Biography: Kiyosi Itô and his influence on the study of agricultural finance and economics. (2010). Turvey, Calum.
    In: Agricultural Finance Review.
    RePEc:eme:afrpps:v:70:y:2010:i:1:p:5-20.

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  2. WAS FAIR FAIR TO U.S. CORN GROWERS? AN ANALYSIS OF THE PAYMENTS OFFERED TO CORN GROWERS UNDER THE 1996 FEDERAL AGRICULTURAL IMPROVEMENT AND REFORM ACT. (1998). Stinson, Thomas ; Coggins, Jay ; Ramezani, Cyrus A..
    In: 1998 Annual meeting, August 2-5, Salt Lake City, UT.
    RePEc:ags:aaea98:20984.

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  3. The Policy Implications of Corn and Soybean·Supply Response to Risk. (1989). Brorsen, B ; Hall, Joyce A.
    In: 1989 Annual Meeting, July 30-August 2, Baton Rouge, Louisiana.
    RePEc:ags:aaea89:270502.

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References

References cited by this document

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  3. Beckers, S., Standard Deviations Implied in Option Prices as Predictors of Future Stock Price Variability, Journal of Banking and Finance, 5(1981): 363-381.

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  8. Gardner, B.L., The Governing of Agriculture, Regent Press of Kansas, Lawrence Kansas, 1981.
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  9. Glaser, L.K. Provisions of the Food Security Act of 1985, USDA ERS, AIB #498, April 1986.

  10. Hauser, R.J. and D. Neff, Pricing Options on Agricultural Futures: Departures from Traditional Theory, Journal of Futures Markets, 5(1985): 539-577. .' - 14 -Irwin, S.H. Economic Analysis of Commodity Futures and Options as Alternativs to Loan and Target Price Programs, unpublished Ph.D. thesis, Purdue University, May, 1986.
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  15. Trippi, R.R., A Test of Option Market Efficiency using a Random-Walk Valuation Model, Journal of Economics and Business, 29(1977): 93-98.
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  16. Witt, C.A. and D.W. Reid, U.S. Farm Support Programs Analyzed as Put Options, Selected paper, AAEA annual meetings, East Lansing Michigan, July,. 1987.
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  17. Wolf, A., Options of Futures: Pricing and the Effect of an Anticipated Price Change, The Journal of Futures Markets, 4(1984): 491-512.
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Cocites

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    In: The North American Journal of Economics and Finance.
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  2. Option pricing where the underlying assets follow a Gram/Charlier density of arbitrary order. (2013). Schlogl, Erik.
    In: Journal of Economic Dynamics and Control.
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  3. On forecasting stock options volatility: evidence from London international financial futures and options exchange. (2012). Asandului, Mircea.
    In: Anale. Seria Stiinte Economice. Timisoara.
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  4. Which implied volatility provides the best measure of future volatility?. (2012). Wang, Yue ; Yourougou, Pierre.
    In: Journal of Economics and Finance.
    RePEc:spr:jecfin:v:36:y:2012:i:1:p:93-105.

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  5. Implied and realized volatility: empirical model selection. (2012). Zhang, Lan.
    In: Annals of Finance.
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  6. Yin-yang volatility in scale space of price-time: a core structure of financial market risk. (2012). Pan, Heping .
    In: China Finance Review International.
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  7. A MULTI-HORIZON COMPARISON OF VOLATILITY FORECASTS: AN APPLICATION TO STOCK OPTIONS TRADED AT EURONEXT EXCHANGE AMSTERDAM. (2012). Asandului, Mircea.
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  8. Do liquidity and sampling methods matter in constructing volatility indices? Empirical evidence from Taiwan. (2011). Wang, Chou-Wen ; Shyu, David So-De .
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  9. The hidden information content of price movements. (2011). Mantin, Benny ; Gillen, David.
    In: European Journal of Operational Research.
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  10. Forecasting with Option Implied Information. (2011). Christoffersen, Peter ; Chang, Bo Young ; Jacobs, Kris.
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  11. A simple expected volatility (SEV) index: Application to SET50 index options. (2010). McAleer, Michael ; Wiphatthanananthakul, Chatayan .
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  12. A Simple Expected Volatility (SEV) Index: Application to SET50 Index Options. (2010). McAleer, Michael ; Wiphatthanananthakul, Chatayan .
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  13. A Simple Expected Volatility (SEV) Index: Application to SET50 Index Options. (2009). McAleer, Michael ; Wiphatthanananthakul, Chatayan .
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  14. The relationship between implied and realized volatility: evidence from the Australian stock index option market. (2009). Li, Steven ; Yang, Qianqian.
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  15. Volatility in crude oil futures: A comparison of the predictive ability of GARCH and implied volatility models. (2009). Agnolucci, Paolo.
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  16. Simple Expected Volatility (SEV) Index: Application to SET50 Index Options. (2009). McAleer, Michael ; Wiphatthanananthakul, Chatayan .
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  17. Volatility linkages of the equity, bond and money markets: an implied volatility approach. (2009). Wang, Kent .
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  18. Impact of WASDE reports on implied volatility in corn and soybean markets. (2008). Irwin, Scott ; Good, Darrel L. ; Isengildina-Massa, Olga ; Gomez, Jennifer K..
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  19. A simple expected volatility (SEV) index. (2008). McAleer, Michael ; Wiphatthanananthakul, C..
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  21. The informational content of option-implied distributions: Evidence from the Eurex index and interest rate futures options market. (2006). Roder, Klaus ; Wilkens, Sascha.
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  22. Implied Volatility as a Predictor: the Case of the IBEX-35 Future Contract/La volatilidad implícita como herramienta de predicción: una aplicación al contrato de futuro sobre Ibex 35. (2005). CABEDO, DAVID J. ; Clemente, Ismael Moya .
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  35. La estructura temporal de las volatilidades implícitas en la opción sobre el IBEX-35. (2000). Corredor-Casado, Pilar ; Santamaria-Aquilue, Rafael.
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  41. Is implied correlation worth calculating? Evidence from foreign exchange options and historical data. (1997). Lopez, Jose ; Walter, Christian.
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  42. A test of the Asay model for pricing options on the SPI futures contract. (1997). Brown, Christine ; Taylor, S. D..
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  44. The impact of firm specific news on implied volatilities. (1996). Vorst, Ton ; Donders, Monique W. M., ; Vorst, Ton C. F., .
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  45. Modelling implied volatility with OLS and panel data models. (1996). Ncube, Mthuli.
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  46. The statistical properties of parameters inferred from the black-scholes formula. (1996). Schachter, Barry ; Butler, J..
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  47. Stochastic Volatility. (1995). Renault, Eric ; Harvey, Andrew ; Ghysels, Eric.
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  48. A Forecasting Model of Option Pricing Volatility. (1991). Hunt, Ben .
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  49. Tests of the foreign exchange risk premium using the expected second moments implied by option pricing. (1986). Lyons, Richard.
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  50. La estructura temporal de las volatilidades implícitas en la opción sobre el Ibex-35. (). Casado, Pilar Corredor ; Rafael Santamaría, .
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