The design and pricing of fixed‐ and moving‐window contracts: An application of Asian‐Basket option pricing methods to the hog‐finishing sector
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- Shao, Renyuan & Roe, Brian E., 2002. "The Design And Pricing Of Fixed And Moving Window Contracts: An Application Of Asian-Basket Option Pricing Methods To The Hog Finishing Sector," 2002 Annual meeting, July 28-31, Long Beach, CA 19823, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
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Cited by:
- Phélippé-Guinvarc’H, Martial & Cordier, Jean, 2010.
"An option on the average European futures prices for an efficient hog producer risk management,"
Review of Agricultural and Environmental Studies - Revue d'Etudes en Agriculture et Environnement (RAEStud), Institut National de la Recherche Agronomique (INRA), vol. 91(1).
- Martial Phélippé-Guinvarc’H & Jean Cordier, 2010. "An option on the average European futures prices for an efficient hog producer risk management," Review of Agricultural and Environmental Studies - Revue d'Etudes en Agriculture et Environnement, INRA Department of Economics, vol. 91(1), pages 27-42.
- Glynn Tonsor & Ted Schroeder, 2011. "Multivariate forecasting of a commodity portfolio: application to cattle feeding margins and risk," Applied Economics, Taylor & Francis Journals, vol. 43(11), pages 1329-1339.
- Lien, Donald & Hennessy, David A., 2005.
"Evaluating the Saskatchewan Short-Term Hog Loan Program,"
Staff General Research Papers Archive
12254, Iowa State University, Department of Economics.
- Donald Lien & David A. Hennessy, 2005. "Evaluating the Saskatchewan Short-Term Hog Loan Program," Food and Agricultural Policy Research Institute (FAPRI) Publications (archive only) 05-wp385, Center for Agricultural and Rural Development (CARD) at Iowa State University.
- Donald Lien & David A. Hennessy, 2005. "Evaluating the Saskatchewan Short-Term Hog Loan Program," Center for Agricultural and Rural Development (CARD) Publications 05-wp385, Center for Agricultural and Rural Development (CARD) at Iowa State University.
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