Do Volatility Smiles Matter for Pricing Asian Basket Options? The Case of Livestock Gross Margin Insurance for Dairy Cattle

Marin Bozic, John Newton, Cameron S. Thraen, Brian W. Gould

Research output: Book/Report › Other report

Type: Report

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@book{480ef58b0c194d7a958bfaf68c77e643,

title = "Do Volatility Smiles Matter for Pricing Asian Basket Options? The Case of Livestock Gross Margin Insurance for Dairy Cattle",

author = "Marin Bozic and John Newton and Thraen, {Cameron S.} and Gould, {Brian W.}",

note = "Type: Report",

year = "2012",

language = "English",

publisher = "Unknown Publisher",

}

TY - BOOK

T1 - Do Volatility Smiles Matter for Pricing Asian Basket Options? The Case of Livestock Gross Margin Insurance for Dairy Cattle

AU - Bozic, Marin

AU - Newton, John

AU - Thraen, Cameron S.

AU - Gould, Brian W.

N1 - Type: Report

PY - 2012

Y1 - 2012

M3 - Other report

BT - Do Volatility Smiles Matter for Pricing Asian Basket Options? The Case of Livestock Gross Margin Insurance for Dairy Cattle

PB - Unknown Publisher

ER -