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Implied Volatilities of Options on Soybean Futures by Robert J. Hauser and David Neff Suggested citation format: Hauser, R. J., and D. Neff. 1985. “Implied Volatilities of Options on Soybean Futures.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [http://www.farmdoc.uiuc.edu/nccc134].

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Page 1: Implied Volatilities of Options on Soybean Futures · The basic difference between Black's OPM (BOPM) and the Black— Scholes model (BSOR{) ananates from the different cost rates

Implied Volatilities of Options on Soybean Futures

by

Robert J. Hauser and David Neff

Suggested citation format:

Hauser, R. J., and D. Neff. 1985. “Implied Volatilities of Options on Soybean Futures.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [http://www.farmdoc.uiuc.edu/nccc134].

Page 2: Implied Volatilities of Options on Soybean Futures · The basic difference between Black's OPM (BOPM) and the Black— Scholes model (BSOR{) ananates from the different cost rates
Page 3: Implied Volatilities of Options on Soybean Futures · The basic difference between Black's OPM (BOPM) and the Black— Scholes model (BSOR{) ananates from the different cost rates
Page 4: Implied Volatilities of Options on Soybean Futures · The basic difference between Black's OPM (BOPM) and the Black— Scholes model (BSOR{) ananates from the different cost rates
Page 5: Implied Volatilities of Options on Soybean Futures · The basic difference between Black's OPM (BOPM) and the Black— Scholes model (BSOR{) ananates from the different cost rates
Page 6: Implied Volatilities of Options on Soybean Futures · The basic difference between Black's OPM (BOPM) and the Black— Scholes model (BSOR{) ananates from the different cost rates
Page 7: Implied Volatilities of Options on Soybean Futures · The basic difference between Black's OPM (BOPM) and the Black— Scholes model (BSOR{) ananates from the different cost rates
Page 8: Implied Volatilities of Options on Soybean Futures · The basic difference between Black's OPM (BOPM) and the Black— Scholes model (BSOR{) ananates from the different cost rates
Page 9: Implied Volatilities of Options on Soybean Futures · The basic difference between Black's OPM (BOPM) and the Black— Scholes model (BSOR{) ananates from the different cost rates
Page 10: Implied Volatilities of Options on Soybean Futures · The basic difference between Black's OPM (BOPM) and the Black— Scholes model (BSOR{) ananates from the different cost rates
Page 11: Implied Volatilities of Options on Soybean Futures · The basic difference between Black's OPM (BOPM) and the Black— Scholes model (BSOR{) ananates from the different cost rates
Page 12: Implied Volatilities of Options on Soybean Futures · The basic difference between Black's OPM (BOPM) and the Black— Scholes model (BSOR{) ananates from the different cost rates
Page 13: Implied Volatilities of Options on Soybean Futures · The basic difference between Black's OPM (BOPM) and the Black— Scholes model (BSOR{) ananates from the different cost rates
Page 14: Implied Volatilities of Options on Soybean Futures · The basic difference between Black's OPM (BOPM) and the Black— Scholes model (BSOR{) ananates from the different cost rates
Page 15: Implied Volatilities of Options on Soybean Futures · The basic difference between Black's OPM (BOPM) and the Black— Scholes model (BSOR{) ananates from the different cost rates
Page 16: Implied Volatilities of Options on Soybean Futures · The basic difference between Black's OPM (BOPM) and the Black— Scholes model (BSOR{) ananates from the different cost rates
Page 17: Implied Volatilities of Options on Soybean Futures · The basic difference between Black's OPM (BOPM) and the Black— Scholes model (BSOR{) ananates from the different cost rates
Page 18: Implied Volatilities of Options on Soybean Futures · The basic difference between Black's OPM (BOPM) and the Black— Scholes model (BSOR{) ananates from the different cost rates
Page 19: Implied Volatilities of Options on Soybean Futures · The basic difference between Black's OPM (BOPM) and the Black— Scholes model (BSOR{) ananates from the different cost rates
Page 20: Implied Volatilities of Options on Soybean Futures · The basic difference between Black's OPM (BOPM) and the Black— Scholes model (BSOR{) ananates from the different cost rates
Page 21: Implied Volatilities of Options on Soybean Futures · The basic difference between Black's OPM (BOPM) and the Black— Scholes model (BSOR{) ananates from the different cost rates
Page 22: Implied Volatilities of Options on Soybean Futures · The basic difference between Black's OPM (BOPM) and the Black— Scholes model (BSOR{) ananates from the different cost rates
Page 23: Implied Volatilities of Options on Soybean Futures · The basic difference between Black's OPM (BOPM) and the Black— Scholes model (BSOR{) ananates from the different cost rates
Page 24: Implied Volatilities of Options on Soybean Futures · The basic difference between Black's OPM (BOPM) and the Black— Scholes model (BSOR{) ananates from the different cost rates
Page 25: Implied Volatilities of Options on Soybean Futures · The basic difference between Black's OPM (BOPM) and the Black— Scholes model (BSOR{) ananates from the different cost rates
Page 26: Implied Volatilities of Options on Soybean Futures · The basic difference between Black's OPM (BOPM) and the Black— Scholes model (BSOR{) ananates from the different cost rates

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