Pricing rainfall futures at the CME
Year of publication: |
2013
|
---|---|
Authors: | López Cabrera, Brenda ; Odening, Martin ; Ritter, Matthias |
Published in: |
Journal of Banking & Finance. - Elsevier, ISSN 0378-4266. - Vol. 37.2013, 11, p. 4286-4298
|
Publisher: |
Elsevier |
Subject: | Weather derivatives | Precipitation | Esscher transform | Market price of risk |
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