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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. CD Weekly Wire- March 18, 2013

    https://comdev.osu.edu/osue-cd-professionals/cd-weekly-wire/2013-03-18

    AD Update: Share, Learn, and Build Team – ‘Locally and Globally’ ...

  4. Emeriti

    https://aede.osu.edu/node/33

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  5. Job Market Candidates

    https://aede.osu.edu/node/31

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  6. Staff

    https://aede.osu.edu/node/30

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  7. Program Staff

    https://aede.osu.edu/node/29

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  8. Multimedia

    https://aede.osu.edu/about-us/multimedia

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  9. CD Weekly Wire- March 11, 2013

    https://comdev.osu.edu/osue-cd-professionals/cd-weekly-wire/2013-03-11

    AD Update: Streamlining Reporting via RiV ...

  10. CD Weekly Wire- March 4, 2013

    https://comdev.osu.edu/osue-cd-professionals/cd-weekly-wire/2013-03-04

    AD Update: The Most Overlooked Part of Your Job ...

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