Probabilistic price forecasts based on commodity option values
1985
King, Robert P. | Fackler, Paul L.
Extract: In this paper we present a new method for deriving information about commodity price distributions from option values. This approach is relatively easy to implement, and it imposes no restrictions on the form of the price distribution. It also yields a straightforward statistical test that can be used to evaluate the reliability of the price forecasts it generates.
اظهر المزيد [+] اقل [-]الكلمات المفتاحية الخاصة بالمكنز الزراعي (أجروفوك)
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