Future for soybeans
- Publisher
- Elsevier Science
- Year
- 1945
- Tongue
- English
- Weight
- 138 KB
- Volume
- 239
- Category
- Article
- ISSN
- 0016-0032
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β¦ Synopsis
Future for
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he Black futures option pricing model is tested on soybean futures options T using intraday transaction prices and three volatility estimation methods: historical, forecast and implied. The model performs best with implied volatility; average deviations from actual prices are one tenth of one cent p
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