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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 ...

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  10. Farm Safety Day Camps

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    Farm safety day camps provide youth an opportunity to learn about agricultural hazards and injury prevention. The mission of the camp program is to teach youth about rural dangers; however the campers do not have to be farm children to benefit from the ed ...

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