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~person:"López-Cabrera, Brenda"
~person:"Ritter, Matthias"
~person:"Yamada, Yuji"
~subject:"CDD"
~type_genre:"Working Paper"
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State Price Densities implied from
weather
derivatives
Härdle, Wolfgang Karl
;
López-Cabrera, Brenda
;
Teng, …
-
2013
prices does not hold in practice. As illustration, we calibrate the SPD for
weather
derivatives
, a classical example of …
Persistent link: https://www.econbiz.de/10010319199
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