Putting a Price on Temperature
Author:
Publisher
Wiley
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1467-9469.2007.00564.x/fullpdf
Reference22 articles.
1. On modelling and pricing weather derivatives
2. Processes of normal inverse Gaussian type
3. On arbitrage‐free pricing of weather derivatives based on fractional Brownian motion
4. Stochastic Modelling of Temperature Variations with a View Towards Weather Derivatives
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