Pricing Exotic Basket Options for Milk Using Arbitrage-based Dynamic Conditional Correlation
2018
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Details
Title
Pricing Exotic Basket Options for Milk Using Arbitrage-based Dynamic Conditional Correlation
Author(s)
Bozic, Marin
Keller, Thomas
Keller, Thomas
Subject(s)
Issue Date
Apr 07 2018
Publication Type
Conference Paper/ Presentation
DOI and Other Identifiers
10.22004/ag.econ.276152
Record Identifier
https://ageconsearch.umn.edu/record/276152
Language
English