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AgEcon Search 4 records found Search took 0.06 seconds. 
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No-Arbitrage option pricing models are used to estimate ex ante soybean futures price distributions. Volatility measures of these distributions are modeled in an endogeno [...]
English | 05 August 1990 | Conference Paper/ Presentation |
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No-arbitrage option pricing models are used to recover complete probabilistic descriptions of expected soybean futures prices. The usefulness of the approach is examined [...]
English | 05 August 1990 | Conference Paper/ Presentation |
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Farmland returns and values have garnered substantial interest over the past few years as income dropped dramatically. Farmland values and rates of return are compared ac [...]
English | 28 February 2018 | Journal Article |

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