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Collection: Electronic Theses & Dissertations
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Material Type: Theses
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Language: English
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Subject: Agricultural prices
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Subject: Commodity futures
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Subject: Soybean--Prices
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Subject: Wheat--Prices
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Commodity futures
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Corn--Prices
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Deriving implied distributions from commodity option prices : an application to soybean, corn and wheat using mixture of lognormals
Fan, Rui
Text (2001)
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