Stock Options as Barrier Contingent Claims [PDF]
This paper contributes in two ways. First it extends the Geske (1979) compound option pricing model to the case where the underlying call is a down-and-out claim.
Ericsson, Jan, Reneby, Joel
core
Consumer Valuation of Meat Alternatives and Labeling Policies: A Comparative Perspective
ABSTRACT This study investigates and compares US consumer perceptions and the impact of environmental, human health, and animal welfare information related to conventional meat on preferences for meat alternatives and labeling policies. Using the best–worst scaling method across 10 different burger alternatives, our results show that the meat burger is
Daniele Asioli +5 more
wiley +1 more source
Saddlepoint approximations to tail expectations under non-Gaussian base distributions: option pricing applications. [PDF]
Zhang Y, Kuen Kwok Y.
europepmc +1 more source
Sustainable Productivity Growth in Agriculture: The Role of Shifts in R&D Investments and Technology
ABSTRACT The objective of the paper is to evaluate the long‐term prospects of sustainable productivity growth linked to plausible assumptions on public agricultural R&D investments as the key productivity driver. Second, it investigates the role of changing R&D focus from yield maximization to input saving technologies (fertilizers and pesticides). The
Zuzana Smeets Křístková +4 more
wiley +1 more source
Temperature Sensitivity and Adaptation of Cereal Yields: Empirical Evidence From Italy
ABSTRACT This paper investigates the evolving temperature sensitivity and climate adaptation of cereal yields in Italy from 1952 to 2023, using province‐level data for maize, common wheat, and durum wheat. Employing panel data econometric methods, we estimate yield responses to heat exposure, changes in sensitivity over time, and adaptation to climate ...
Paolo Nota +2 more
wiley +1 more source
Ban Glyphosate—Does It Affect the Swedish Farmers' Willingness to Grow Cover Crops?
ABSTRACT The cultivation of cover crops is one of the new Eco‐scheme practices introduced in Sweden. This study examines how the design of policy attributes of these schemes influences farmers' willingness to grow cover crops on arable land, with particular focus on the potential impact of a glyphosate ban.
Vivian Wei Huang +2 more
wiley +1 more source
Consumer Health Perceptions of Cows' Milk and Plant‐Based Milk Alternatives
ABSTRACT This study used a best‐worst scale experiment to reveal consumers' beliefs about the healthiness of selected cows' milk and plant‐based milk products based on their nutrition panels. We find that while there is heterogeneity in health perceptions, consumers overwhelmingly select skim milk as the healthiest milk product. Additionally, the cows'
Danielle M. Kaminski +2 more
wiley +1 more source
ABSTRACT In recent decades, agriculture has become increasingly concentrated through horizontal mergers and acquisitions via corporate entities, and policy makers are concerned this will be exacerbated by the aging population of farm operators. To reduce market concentration in agriculture, many states have enacted policies to entice new prospective ...
Justin M. Ross +2 more
wiley +1 more source
Measuring Nutrition Security Using the Consumer Food Data System Datasets
ABSTRACT Nutrition security is an emerging concept lacking a consensus definition, conceptualization, or standardized measure. This perspectives manuscript synthesizes findings from two previously published analyses to assess the feasibility of using available measures of key dimensions of nutrition security from two Consumer Food Data System (CFDS ...
Vibha Bhargava +2 more
wiley +1 more source
Why Didn't I Get a Payout? Understanding Farmer Choices, Index Insurance, and Basis Risk
ABSTRACT Index insurance, while heralded as a potential solution to alleviate poverty and food insecurity among agricultural households, has its own set of challenges, notably basis risk. Basis risk is the discrepancy between the insurance payout and losses incurred, posing a significant deterrent to the adoption of index insurance.
S. Lucille Blakeley +4 more
wiley +1 more source

