Deriving implied distributions from commodity option prices : an application to soybean, corn and wheat using mixture of lognormals

In Collections: Electronic Theses & Dissertations

Copyright Status: In Copyright

Material Type: Theses

Authors: Fan, Rui

Date: 2001

Subjects: Agricultural prices
Commodity futures
Corn--Prices
Soybean--Prices
Wheat--Prices

Language: English

Pages: iv, 81 leaves

Permalink: https://doi.org/doi:10.25335/wh80-pf78