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.
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书目信息
出版者
Dept. of Agricultural and Applied Economics, University of Minnesota
其它主题
Distribution and marketing of agricultural products; Products and commodities; Options trading
语言
英语
注释
by Robert P. King and Paul L. Fackler.
Includes bibliographical references (page 14).
类型
Monograph; Book; Text; Report; Bibliography; Book; Monograph
团体作者
University of Minnesota. Department of Agricultural and Applied Economics.
2024-02-27
MODS