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AgEcon Search 9 records found Search took 0.15 seconds. 
1.
Constantinides et al (2013) put forward a number of empirical findings regarding leverage adjusted S&P 500 index option returns. Their findings are puzzling in the co [...]
08 July 2014 | Working or Discussion Paper |
2.
The objective of the research presented in this paper is the development of a stochastic adoption threshold. The option pricing approach for modeling investment under unc [...]
2000-08 | Journal Article |
3.
The inaccuracy of the Black-Scholes formula arises from two aspects: the formula is for European options while most real option contracts are American; the formula is bas [...]
2000 | Conference Paper/ Presentation |
4.
Revenue insurance represents an important new risk management tool for agricultural producers. While there are many farm-level products, Group Risk Income Protection (GRI [...]
2003-08 | Journal Article |
5.
Enabled by the Bayh-Dole Act (1980), universities license access to innovations protected by US patents. Despite the growing importance of license revenue to cash- strapp [...]
2013 | Conference Paper/ Presentation |
6.
MS-GARCH option pricing model proposed in this paper accommodates new features of corn futures price movement in the era of biofuel production and therefore is more gener [...]
2010 | Conference Paper/ Presentation |
7.
Empirical evidence suggests that agricultural futures price movements have fat-tailed distributions and exhibit sudden and unexpected price jumps. There is also evidence [...]
2002 | Conference Paper/ Presentation |
8.
This article values the debt of an input cooperative that procures a single commodity from farmers and then processes and markets the output, and an otherwise identical f [...]
2011 | Journal Article |
9.
The importance of weather as a production factor in agriculture is well established long time and a significant portion of yield fluctuations is caused by weather risks. [...]
2005 | Journal Article |

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