The Term Structure of Implied Forward Volatility: Recovery and Informational Content in the Corn Options Market

Autor:	Garcia, Philip, Sherrick, Bruce J.
Zdroj:	American Journal of Agricultural Economics, 2007 Feb 01. 89(1), 1-11.
Databáze:	JSTOR Journals
Externí odkaz:	https://www.jstor.org/stable/4123558 Zobrazit plný text záznamu