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  1. Do Volatility Smiles Matter for Pricing Asian Basket Options? The Case of Livestock Gross Margin Insurance for Dairy Cattle

    https://aede.osu.edu/node/881

    By M. Bozic, J. Newton, C.S. Thraen, B.W. Gould Livestock Gross Margin Insurance for Dairy Cattle (LGM-Dairy) is Asian basket option-like insurance tool that enables U.S. dairy producers to protect income-over-feed-costs margins. While LGM-Dairy rating me ...

  2. Parametric Bootstrap Tests for Futures Price and Implied Volatility Biases with Application to Rating Livestock Margin Insurance for Dairy Cattle

    https://aede.osu.edu/node/882

    By M. Bozic, J. Newton, C.S. Thraen, B.W. Gould A common approach in the literature, whether the investigation is about futures price risk premiums or biases in option-based implied volatility coefficients, is to use samples in which consecutive observati ...

  3. Report

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    2012 Total records: 7007 Total hours (volunteer and advanced training): 27,658.6 Total volunteer records: 5527 Total volunteer hours: 21,128.3 Total advanced training records: 1,480 Total advanced training hours:  6,530.3 Total volunteers reporting: 358 T ...

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  9. 4-Hers Conquer Eco-Bot Challenge

    https://cfaes.osu.edu/node/868

    Young people across the United States participated in the Eco-Bot challenge, a simulated toxic spill. The national project was developed by Ohio State University Extension, an arm of the College of Food, Agricultural, and Environmental Sciences. ...

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