A methodology for temperature option pricing in the equatorial regions
Author:
Affiliation:
1. Department of Industrial Engineering, Centro para la Optimización y Probabilidad Aplicada (COPA), Universidad de Los Andes, Bogotá, Colombia
2. School of Management, University of Los Andes, Bogotá, Colombia
Publisher
Informa UK Limited
Subject
Economics and Econometrics,General Engineering,Education
Link
https://www.tandfonline.com/doi/pdf/10.1080/0013791X.2021.2000086
Reference35 articles.
1. A new look at the statistical model identification
2. On modelling and pricing weather derivatives
3. A Primer on Weather Derivatives
4. Stochastic Modelling of Temperature Variations with a View Towards Weather Derivatives
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