A multi-period equilibrium pricing model of weather derivatives
Author:
Publisher
Springer Science and Business Media LLC
Subject
General Energy,Economics and Econometrics,Modelling and Simulation
Link
http://link.springer.com/content/pdf/10.1007/s12667-009-0004-7.pdf
Reference31 articles.
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3. Wiley Series in Financial Economics;N. Audet,2004
4. Benth, F.: Arbitrage-free pricing of weather derivatives based on fractional Brownian motion. Appl. Math. Finance 10, 303–324 (2003)
5. Black, F., Scholes, M.: The pricing of options and corporate liabilities. J. Polit. Econ. 81, 637–655 (1973)
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