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Keywords: Option pricing
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Journal Articles
Evaluating Alberta cattle feeders’ loan guarantee program
Available to Purchase
Journal:
Agricultural Finance Review
Agricultural Finance Review (2016) 76 (2): 190–210.
Published: 04 July 2016
..., and estimates the interest subsidy provided by the program. Design/methodology/approach – A cash flow model of cattle feeding is used. The model estimates a measure of risk that is applied to option pricing models to estimate the value of the guarantee. Findings – Insurance premiums for the credit...
