Pricing financial derivatives on weather sensitive assets
Jerzy Filar, Boda Kang and Malgorzata Korolkiewicz
| Year of publication: |
2008
|
|---|---|
| Authors: | Filar, Jerzy A. ; Kang, Boda ; Korolkiewicz, Malgorzata |
| Publisher: |
Sydney : Quantitative Finance Research Centre |
| Subject: | Wetter | Weather | Derivat | Derivative | Stochastischer Prozess | Stochastic process | Optionsgeschäft | Option trading | Monte-Carlo-Simulation | Monte Carlo simulation | Theorie | Theory | Mean Reversion | Mean reversion |
| Extent: | Online-Ressource (25 S., 269 Kb) |
|---|---|
| Series: | Research paper / Quantitative Finance Research Centre, University of Technology Sydney. - Sydney : School of Finance and Economics, Univ. of Technology, ZDB-ID 2163446-4. - Vol. 223 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat Reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003857122