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U.S. Farm Price Support Programs Analyzed as Put Options

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  • Witt, Craig A.
  • Reid, Donald W.

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  • Witt, Craig A. & Reid, Donald W., 1987. "U.S. Farm Price Support Programs Analyzed as Put Options," 1987 Annual Meeting, August 2-5, East Lansing, Michigan 269964, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    • Handle: RePEc:ags:aaea87:269964
    DOI: 10.22004/ag.econ.269964
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    References listed on IDEAS

    as
    1. Black, Fischer & Scholes, Myron S, 1972. "The Valuation of Option Contracts and a Test of Market Efficiency," Journal of Finance, American Finance Association, vol. 27(2), pages 399-417, May.
    2. Black, Fischer, 1976. "The pricing of commodity contracts," Journal of Financial Economics, Elsevier, vol. 3(1-2), pages 167-179.
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    Cited by:

    1. Hall, Joyce A. & Brorsen, B. Wade, 1989. "The Policy Implications of Corn and Soybean·Supply Response to Risk," 1989 Annual Meeting, July 30-August 2, Baton Rouge, Louisiana 270502, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).

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