Geodesic
Yield crop simulation for options pricing
Čelâbinskij fiziko-matematičeskij žurnal, Tome 6 (2021) no. 4, pp. 512-528

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Mathematical models of yield and options pricing for crop yield have been developed. For this purpose, a one-factor Vasicek equilibrium model was used, describing the evolution of the instant interest rate and the price of a discount zero coupon bond. Based on the options pricing model for discount zero coupon bonds, a model of options pricing on crop yields is obtained. The price of a European call option is based on current weather conditions in the region and takes into account the operations (and their timeliness) that the farmer has performed to increase crop yields.
Keywords: crop yield forecasting, digital twins, Vasicek model, crop yield options pricing. 
@article{CHFMJ_2021_6_4_a11,
     author = {M. M. Dyshaev and N. E. Ratanov and V. P. Dergilev and A. A. Lazarev},
     title = {Yield crop simulation for options pricing},
     journal = {\v{C}el\^abinskij fiziko-matemati\v{c}eskij \v{z}urnal},
     pages = {512--528},
     publisher = {mathdoc},
     volume = {6},
     number = {4},
     year = {2021},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/CHFMJ_2021_6_4_a11/}
}
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M. M. Dyshaev; N. E. Ratanov; V. P. Dergilev; A. A. Lazarev. Yield crop simulation for options pricing. Čelâbinskij fiziko-matematičeskij žurnal, Tome 6 (2021) no. 4, pp. 512-528. http://geodesic.mathdoc.fr/item/CHFMJ_2021_6_4_a11/