Results 131 to 140 of about 326,715 (285)
GARCH option pricing under skew. [PDF]
This article is an empirical study dedicated to the GARCH Option pricing model of Duan (1995) applied to the FTSE 100 European style options for various maturities.
Aboura, Sofiane
core
Applied Economic Perspectives and Policy, EarlyView.ABSTRACT Amid rising food and fertilizer prices, understanding farmers' policy preferences is critical for effective crisis response. We use best‐worst scaling experiment to assess Kenyan mobile‐owning crop farmers' preferences for government support under high and normal price scenarios.
Mywish K. Maredia +4 more
wiley +1 more source
Generalised Geometric Brownian Motion: Theory and Applications to Option Pricing. [PDF]
Entropy (Basel), 2020 Stojkoski V +4 more
europepmc +1 more source
Applied Economic Perspectives and Policy, EarlyView.ABSTRACT Estimates of reductions in greenhouse gas (GHG) emissions from lower demand for cattle‐based products must account for substitution effects. This study collected data through two surveys—one on ground beef and another on dairy milk—to evaluate substitution effects and potential GHG reductions.
Brandon R. McFadden +5 more
wiley +1 more source
The Pricing Formula for Exotic Options Based on a Discrete Investment Strategy
MathematicsThis paper proposes an option pricing model under a discrete investment strategy. From the perspective of investors’ initiative, we assume that the investor can take early actions before the underlying asset price reaches the strike level and trade a ...
Kai Shan, Minting Zhu
doaj +1 more source
Risk-Neutrality of RND and Option Pricing within an Entropy Framework. [PDF]
Entropy (Basel), 2020 Yu X.
europepmc +1 more source
Option Pricing with a Dividend General Equilibrium Model [PDF]
This paper derives a general equilibrium option pricing model for a European call assuming that the economy is exogenously driven by a dividend process following Hamilton's (1989) Markov regime switching model.
Elias Tzavalis, Kyriakos Chourdakis
core
Tax Policy and Farm Organization
Applied Economic Perspectives and Policy, EarlyView.ABSTRACT The Tax Cuts and Jobs Act (TCJA) introduced substantial changes to the tax code, affecting farms' organizational incentives. This study examines farms' responses to the TCJA along extensive and intensive margins, focusing on organizational and labor expense adjustments.
Tia M. McDonald, Katherine Lacy
wiley +1 more source
Competition Policy and Agribusiness in the Biden Administration
Applied Economic Perspectives and Policy, EarlyView.ABSTRACT The Biden Administration pursued a set of ambitious competition policy initiatives in agriculture and agribusiness, primarily aimed at livestock and poultry supply chains, farm inputs, and food retailing. The initiatives included expanded antitrust enforcement; new US Department of Agriculture (USDA) contract regulations requiring poultry ...
James M. MacDonald
wiley +1 more source
Option pricing of weather derivatives based on a stochastic daily rainfall model with Analogue Year component. [PDF]
Heliyon, 2020 Berhane T +3 more
europepmc +1 more source