How can one price options on which the underlying is not traded continuously and whose returns do not conform to a known standard distribution?

Ezekiel Wesonga Otsieno @Ezekiel-Otsieno

04 September 2018 0 3K Report

For example, if one wants to price options on the underlying which is a given crop, say maize.We know that maize prices are not as volatile as share prices, and that the "returns" do not conform to a given standard distribution. Is it then possible to price such options?

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