The Term Structure of Implied Forward Volatility:Recovery and Informational Content in the Corn Options Market.
| Autor: | Egelkraut, Thorsten M.1,2,3 egelkraut@oregonstate.edu, Garcia, Philip1,3, Sherrick, Bruce J.1,3 |
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| Zdroj: | American Journal of Agricultural Economics. Feb2007, Vol. 89 Issue 1, p1-11. 11p. 1 Diagram, 5 Charts, 2 Graphs. |
| Databáze: | Business Source Ultimate |
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