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~accessRights:"restricted"
~person:"Hess, Markus"
~person:"Judd, Kenneth L."
~person:"Platen, Eckhard"
~person:"Proske, Frank"
~subject:"Derivative"
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Hess, Markus
Judd, Kenneth L.
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International journal of theoretical and applied finance
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Pricing temperature derivatives under weather forecasts
Hess, Markus
- In:
International journal of theoretical and applied finance
21
(
2018
)
5
,
pp. 1-34
Persistent link: https://www.econbiz.de/10011903773
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2
Computing deltas without derivatives
Baños, D.
;
Meyer-Brandis, T.
;
Proske, Frank
;
Duedahl, S.
- In:
Finance and stochastics
21
(
2017
)
2
,
pp. 509-549
Persistent link: https://www.econbiz.de/10011944403
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3
Modeling and pricing precipitation derivatives under weather forecasts
Hess, Markus
- In:
International journal of theoretical and applied finance
19
(
2016
)
7
,
pp. 1-29
Persistent link: https://www.econbiz.de/10011568818
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