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Do Volatility Smiles Matter for Pricing Asian Basket Options? The Case of Livestock Gross Margin Insurance for Dairy Cattle
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 ...
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Parametric Bootstrap Tests for Futures Price and Implied Volatility Biases with Application to Rating Livestock Margin Insurance for Dairy Cattle
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 ...
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Multimedia
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OSU Autumn Commencement 2012
https://ansci.osu.edu/about-us/events/osu-autumn-commencement-2012
Title: OSU Autumn Commencement Date: 2012-12-16 ...
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Buckeye Shepherd’s Symposium
https://ansci.osu.edu/about-us/events/buckeye-shepherd%E2%80%99s-symposium
Title: Buckeye Shepherd’s Symposium Link out: Click here Date: 2012-12-08 ...
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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. ...