Can we use the Black-Scholes-Merton model to value temperature options?
Year of publication: |
2012
|
---|---|
Authors: | Meissner, Gunter ; Burke, James |
Published in: |
International journal of financial markets and derivatives. - Genève [u.a.] : Inderscience Enterprises, ISSN 1756-7130, ZDB-ID 2550152-5. - Vol. 2.2011, 4, p. 298-313
|
Subject: | Optionspreistheorie | Option pricing theory |
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