Pricing summer day options by good-deal bounds
Year of publication: |
2009
|
---|---|
Authors: | Kanamura, Takashi ; Ōhashi, Kazuhiko |
Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 31.2009, 2, p. 289-297
|
Subject: | Derivat | Derivative | Wetter | Weather | Unvollkommener Markt | Incomplete market | Optionspreistheorie | Option pricing theory |
-
Pricing basket weather derivatives on rainfall and temperature processes
Dzupire, Nelson Christopher, (2019)
-
Weather derivatives : corporate hedging and valuation
Yang, Chuanhou, (2003)
-
Volatility uncertainty, time decay, and option bid-ask spreads in an incomplete market
Hsieh, PeiLin, (2019)
- More ...
-
On transition probabilities of regime switching in electricity prices
Kanamura, Takashi, (2008)
-
Kanamura, Takashi, (2007)
-
Pricing summer day options by good-deal bounds
Kanamura, Takashi, (2009)
- More ...