Valuation and hedging of weather derivatives on monthly average temperature
Yuji Yamada
| Year of publication: |
2007/08
|
|---|---|
| Authors: | Yamada, Yuji |
| Published in: |
Journal of risk. - London : Infopro Digital Risk, ISSN 1465-1211, ZDB-ID 1476260-2. - Vol. 10.2007/08, 1, p. 101-125
|
| Subject: | Hedging | Wetter | Weather | Derivat | Derivative | Optionspreistheorie | Option pricing theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003572544