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Calendar spread options for storable commodities
(2013-12)
Previous studies provide pricing models of options on futures spreads. However, none fully reflect the economic reality that spreads can stay near full carry for long periods of time. A new option pricing model is derived ...
Food and nutrient demand in Indonesia
(2012-12)
This study estimated and analyzed the impact of economic (price and expenditure) and demographic variables on food and nutrient demand in Indonesia using the data set collected from the national social and economic survey ...