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Option Pricing Revisited: The Role of Price Volatility and Dynamics

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  • Chavas, Jean-Paul
  • Li, Jian
  • Wang, Linjie

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  • Chavas, Jean-Paul & Li, Jian & Wang, Linjie, 2024. "Option Pricing Revisited: The Role of Price Volatility and Dynamics," 2024 Annual Meeting, July 28-30, New Orleans, LA 343544, Agricultural and Applied Economics Association.
    • Handle: RePEc:ags:aaea22:343544
    DOI: 10.22004/ag.econ.343544
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    Agricultural Finance; Risk And Uncertainty; Demand And Price Analysis;
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