Capital Investment under Alternative Marketing Scenarios in the Hog Industry: A Real Option Approach
Author
Abstract
Suggested Citation
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Peter G Zhang, 1998. "Exotic Options:A Guide to Second Generation Options," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 3800, August.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Xian, Hui & Colson, Gregory & Mei, Bin & Wetzstein, Michael E., 2015.
"Co-firing coal with wood pellets for U.S. electricity generation: A real options analysis,"
Energy Policy, Elsevier, vol. 81(C), pages 106-116.
- Xian, Hui & Colson, Gregory & Mei, Bin & Wetzstein, E. Wetzstein, 2014. "Assessing the feasibility of cofiring wood pellets with coal for electricity generation: A real option analysis," 2014 Annual Meeting, February 1-4, 2014, Dallas, Texas 162484, Southern Agricultural Economics Association.
- Jan Hinrichs & Oliver Musshoff & Martin Odening, 2008. "Economic hysteresis in hog production," Applied Economics, Taylor & Francis Journals, vol. 40(3), pages 333-340.
- Robert C. Anderson & Alfons Weersink, 2014. "A Real Options Approach for the Investment Decisions of a Farm-Based Anaerobic Digester," Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie, Canadian Agricultural Economics Society/Societe canadienne d'agroeconomie, vol. 62(1), pages 69-87, March.
- Lim, Terence & Lo, Andrew W. & Merton, Robert C. & Scholes, Myron S., 2006. "The Derivatives Sourcebook," Foundations and Trends(R) in Finance, now publishers, vol. 1(5–6), pages 365-572, April.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Peter Buchen & Otto Konstandatos, 2005. "A New Method Of Pricing Lookback Options," Mathematical Finance, Wiley Blackwell, vol. 15(2), pages 245-259, April.
- Hiroaki Hata & Nien-Lin Liu & Kazuhiro Yasuda, 2022. "Expressions of forward starting option price in Hull–White stochastic volatility model," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 45(1), pages 101-135, June.
- Darae Jeong & Minhyun Yoo & Junseok Kim, 2018. "Finite Difference Method for the Black–Scholes Equation Without Boundary Conditions," Computational Economics, Springer;Society for Computational Economics, vol. 51(4), pages 961-972, April.
- Suresh M. Sundaresan, 2000. "Continuous‐Time Methods in Finance: A Review and an Assessment," Journal of Finance, American Finance Association, vol. 55(4), pages 1569-1622, August.
- Begoñna Fernández Fernández & Patricia Saavedra Barrera, 2003. "Valuation And Optimal Exercise Time For The Banxico Put Option," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 6(03), pages 257-275.
- Pradipkumar Ramanlal, 2000. "Software Review," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 23(3), pages 393-394, September.
- Boris Ter-Avanesov & Gunter A. Meissner, 2024. "Pricing Multi-strike Quanto Call Options on Multiple Assets with Stochastic Volatility, Correlation, and Exchange Rates," Papers 2411.16617, arXiv.org.
- Mahayni, Antje & Schlögl, Erik, 2003.
"The Risk Management of Minimum Return Guarantees,"
Bonn Econ Discussion Papers
18/2003, University of Bonn, Bonn Graduate School of Economics (BGSE).
- Antje Mahayni & Erik Schlögl, 2003. "The Risk Management of Minimum Return Guarantees," Research Paper Series 102, Quantitative Finance Research Centre, University of Technology, Sydney.
- Alex Garivaltis, 2019. "Cover's Rebalancing Option With Discrete Hindsight Optimization," Papers 1903.00829, arXiv.org, revised Oct 2022.
- Chaeyoung Lee & Soobin Kwak & Youngjin Hwang & Junseok Kim, 2023. "Accurate and Efficient Finite Difference Method for the Black–Scholes Model with No Far-Field Boundary Conditions," Computational Economics, Springer;Society for Computational Economics, vol. 61(3), pages 1207-1224, March.
- Thomas Gerstner & Bastian Harrach & Daniel Roth, 2018. "Monte Carlo pathwise sensitivities for barrier options," Papers 1804.03975, arXiv.org, revised Apr 2019.
- Gao, Rong & Wu, Wei & Lang, Chao & Lang, Liying, 2020. "Geometric Asian barrier option pricing formulas of uncertain stock model," Chaos, Solitons & Fractals, Elsevier, vol. 140(C).
- Guha, R. & Sbuelz, A., 2003. "Structural RFV : Recovery Form and Defaultable Debt Analysis," Other publications TiSEM 841ad1ef-22f2-4ea8-b19b-5, Tilburg University, School of Economics and Management.
- Guha, R. & Sbuelz, A., 2003. "Structural RFV : Recovery Form and Defaultable Debt Analysis," Discussion Paper 2003-37, Tilburg University, Center for Economic Research.
- Detlef Seese & Christof Weinhardt & Frank Schlottmann (ed.), 2008. "Handbook on Information Technology in Finance," International Handbooks on Information Systems, Springer, number 978-3-540-49487-4, September.
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:bla:canjag:v:50:y:2002:i:3:p:223-235. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Wiley Content Delivery (email available below). General contact details of provider: https://edirc.repec.org/data/caefmea.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.