Pricing Financial Derivatives on Weather Sensitive Assets
Year of publication: |
2008-06-01
|
---|---|
Authors: | Filar, Jerzy ; Kang, Boda ; Korolkiewicz, Malgorzata |
Institutions: | Finance Discipline Group, Business School |
Subject: | weather-sensitive asset | financial derivatives | diffusion | binomial approximation | numerical methods | time series | actuarial value |
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