Paper for presentation at the Northeastern Agricultural & Resource Economics Association’s Workshop on Economics and Child Nutrition Programs, AAEA & NAREA Joint Annual Meeting, Pittsburgh, Pennsylvania, July 23, 2011.

Theoretical research on option valuation tends to focus on pricing the plain-vanilla European-style derivatives. Duffie, Pan, and Singleton (Econometrica, 2000) have recently developed a general transform method to determine the value of European options for a broad class of the underlying price...

We investigate factors affecting the duration of eating and food preparation among adults in single decision-maker households. Eating time is differentiated into primary and secondary eating time and further differentiated by location: at home vs. away from home. We construct a simple...

Heston's stochastic volatility model is frequently employed by finance researchers and practitioners. Fast pricing of European-style options in this setting has considerable practical significance. This paper derives a computationally efficient formula for the value of a European-style put under...

Paper for presentation at the Northeastern Agricultural & Resource Economics Association’s Workshop on Economics and Child Nutrition Programs, AAEA & NAREA Joint Annual Meeting, Pittsburgh, Pennsylvania, July 23, 2011.

Facilitating healthy eating among young people, particularly among minorities who are at high risk for gaining excess weight, is at the forefront of the current policy discussions in the U.S. We investigate the effects of social interactions and relative prices on fruit and vegetable consumption...

Facilitating healthy eating among young people, particularly among minorities who are at high risk for gaining excess weight, is at the forefront of current policy discussions and food program reviews. We investigate the effects of social interactions and relative prices on fruit and vegetable...

Using a conjoint analysis of 417 finance professionals from six countries, we find no evidence that higher interest rates cause knowledgeable depositors to moderate their withdrawals during a banking crisis. In fact, intended withdrawals are positively correlated with expected interest rate...

USDA operates several food assistance programs aimed at alleviating food insecurity. We study whether participation in both SNAP and WIC alleviates food insecurity compared with participation in SNAP alone. We bound underlying causal effects by applying nonparametric treatment effect methods...