A dynamic programming approach for pricing weather derivatives under issuer default risk
Year of publication: |
December 2017
|
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Authors: | Härdle, Wolfgang ; Osipenko, Maria |
Subject: | dynamic programming | pricing | risk management | Dynamische Optimierung | Dynamic programming | Optionspreistheorie | Option pricing theory | Risikomanagement | Risk management | Derivat | Derivative | Kreditrisiko | Credit risk | Wetter | Weather | Hedging | Portfolio-Management | Portfolio selection | Mathematische Optimierung | Mathematical programming |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/ijfs5040023 [DOI] hdl:10419/195657 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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