Results 41 to 50 of about 5,992 (213)
European Option Pricing with Transaction Costs in Lévy Jump Environment
The European option pricing problem with transaction costs is investigated for a risky asset price model with Lévy jump. By the aid of arbitrage pricing theory and the generalized Itô formula (which includes Poisson jump), the explicit solution to the ...
Jiayin Li, Huisheng Shu, Xiu Kan
doaj +1 more source
ABSTRACT Growing demand for healthier beverages is driving innovation in the wine sector, with dealcoholized wine emerging as a promising alternative. However, little is known about the contextual conditions under which consumers would choose dealcoholized wine, particularly in countries with strong wine traditions. To fill this gap, this work examines
Giovanna Piracci +4 more
wiley +1 more source
Explanation of Capital Asset pricing: Comparison between Models [PDF]
In this paper, we will intend to introduce a new model of capital asset pricing model which is called Revised Capital Asset Pricing Model. First we calculate degree of economic leverage. We investigate five economical variables (Inflation rate, financial
Fraydon Rahnamay Roodposhti +1 more
doaj
Rural Labor Supply and Economic Opportunities: Commuting, Migration, Tariffs, and Immigration
ABSTRACT Some rural counties remain dependent on agricultural or manufacturing jobs, but an increasing proportion have diversified economics. Rural counties also differ in their abilities to commute to an urban market characterized by higher wages and labor productivity.
Peter F. Orazem, Mary C. Ahearn
wiley +1 more source
ABSTRACT We conducted two framed field economic experiments with citrus farmers in Florida, United States and soybean farmers in Argentina to investigate their willingness to coordinate pest and weed management efforts. Despite the contrast between these two agricultural contexts, we find striking behavioral commonalities.
Ariel Singerman, Sergio H. Lence
wiley +1 more source
Low Participation and Risk Reduction Potential of Supplemental Crop Insurance in the United States
ABSTRACT Federally subsidized crop insurance is a cornerstone of U.S. farm risk management, yet policies with the greatest share of participation only trigger indemnities after losses exceed 15%. Supplemental insurance was introduced to cover part of this deductible, but participation remains largely unchanged.
Francis Tsiboe +2 more
wiley +1 more source
ABSTRACT The USDA's Conservation Reserve Program (CRP) delivers environmental benefits to society by enrolling cropland and grasslands to reestablish or safeguard long‐term vegetative cover. In recent years, the CRP has dramatically increased grassland enrollment while cropland enrollment has been in steady decline. This paper uses descriptive analysis,
Wesley Zebrowski +2 more
wiley +1 more source
Identifying outliers in asset pricing data with a new weighted forward search estimator
The purpose of this work is to present the Weighted Forward Search (FSW) method for the detection of outliers in asset pricing data. This new estimator, which is based on an algorithm that downweights the most anomalous observations of the dataset, is ...
Alexandre Aronne +2 more
doaj +2 more sources
Expanded Farm Safety Net Payments Under the One Big Beautiful Bill Act
ABSTRACT The One Big Beautiful Bill Act (OBBBA) strengthens the agricultural risk coverage (ARC) and price loss coverage (PLC) programs by aligning program parameters more closely with recent market dynamics and allows for an expansion in program acres. This study projects the increases in ARC‐County and PLC payments for corn, soybeans, and wheat under
Oranuch Wongpiyabovorn +5 more
wiley +1 more source
ABSTRACT Rational actors constantly incorporate information into their decision‐making behavior. Since there is often a time lag between the announcement of a policy and its implementation, an important question arises: when do rational actors incorporate new information into their market behavior, at the announcement or at the implementation of a ...
Tim Ölkers, Oliver Mußhoff
wiley +1 more source

