AGRICULTURAL FINANCE REVENUE FUTURES CONTRACT

DOI10.1142/S0219024904002372zbMath1107.91336OpenAlexW2009067997MaRDI QIDQ3022090

Martial V. Phélippé-Guinvarc'h, Jacques Janssen, Jean E. Cordier

Publication date: 22 June 2005

Published in: International Journal of Theoretical and Applied Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0219024904002372

zbMATH Keywords

replicating portfoliorevenue or income risk

Mathematics Subject Classification ID

Related Items (1)

A private management strategy for the crop yield insurer: a theoretical approach and tests

Cites Work

• Jump-diffusion processes: volatility smile fitting and numerical methods for option pricing
• Option pricing when underlying stock returns are discontinuous

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