On modelling and pricing rainfall derivatives with seasonality
Year of publication: |
2011
|
---|---|
Authors: | Leobacher, Gunther ; Ngare, Philip |
Published in: |
Applied mathematical finance. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1350-486X, ZDB-ID 1282409-4. - Vol. 18.2011, 1/2, p. 71-91
|
Subject: | Derivat | Derivative | Optionspreistheorie | Option pricing theory | Saisonale Schwankungen | Seasonal variations | Wetter | Weather |
-
A critical view on temperature modelling for application in weather derivatives markets
Saltyte Benth, Jurate, (2012)
-
Clements, Adam, (2008)
-
Pricing temperature-based weather derivatives in China
Göncü, Ahmet, (2012)
- More ...
-
On Modelling and Pricing Rainfall Derivatives with Seasonality
Leobacher, Gunther, (2011)
-
Utility indifference pricing of derivatives written on industrial loss indexes
Leobacher, Gunther, (2014)
-
On Modelling and Pricing Rainfall Derivatives with Seasonality
Leobacher, Gunther, (2011)
- More ...