𝔖 Bobbio Scriptorium
✦   LIBER   ✦

The pricing of innovations: An application to specialized corn traits

✍ Scribed by Corinne Alexander; Rachael E. Goodhue


Publisher
John Wiley and Sons
Year
2002
Tongue
English
Weight
496 KB
Volume
18
Category
Article
ISSN
0742-4477

No coin nor oath required. For personal study only.


📜 SIMILAR VOLUMES


Options on normal underlyings with an ap
✍ Paul Dawson; Kevin Dowd; Andrew J. G. Cairns; David Blake 📂 Article 📅 2009 🏛 John Wiley and Sons 🌐 English ⚖ 136 KB 👁 2 views

## Abstract Survivor derivatives are gaining considerable attention in both the academic and practitioner communities. Early trading in such products has generally been confined to products with linear payoffs, both funded (bonds) and unfunded (swaps). History suggests that successful linear payoff

The design and pricing of fixed- and mov
✍ Renyuan Shao; Brian Roe 📂 Article 📅 2003 🏛 John Wiley and Sons 🌐 English ⚖ 211 KB 👁 1 views

## Abstract Asian‐Basket‐type moving‐window contracts are an increasingly used risk‐management tool in the North American hog sector. The moving‐window contract is decomposed into a portfolio of a long Asian‐Basket put and a short Asian‐Basket call option. A projected break‐even price is used to de

The performance of heteroskedasticity an
✍ Surajit Ray; N. E. Savin 📂 Article 📅 2008 🏛 John Wiley and Sons 🌐 English ⚖ 147 KB 👁 1 views

## Abstract This paper illustrates the pitfalls of the conventional heteroskedasticity and autocorrelation robust (HAR) Wald test and the advantages of new HAR tests developed by Kiefer and Vogelsang in 2005 and by Phillips, Sun and Jin in 2003 and 2006. The illustrations use the 1993 Fama–French t