Utility-based pricing of weather derivatives
Year of publication: |
2010
|
---|---|
Authors: | Hamisultane, Helene |
Published in: |
The European Journal of Finance. - Taylor & Francis Journals, ISSN 1351-847X. - Vol. 16.2010, 6, p. 503-525
|
Publisher: |
Taylor & Francis Journals |
Subject: | weather derivatives | consumption-based asset pricing model | generalized method of moments | simulated method of moments | Monte-Carlo simulations | periodic variance |
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