Can we use the Black-Scholes-Merton model to value temperature options?
Year of publication: |
2011
|
---|---|
Authors: | Meissner, Gunter ; Burke, James |
Published in: |
International Journal of Financial Markets and Derivatives. - Inderscience Enterprises Ltd, ISSN 1756-7130. - Vol. 2.2011, 4, p. 298-313
|
Publisher: |
Inderscience Enterprises Ltd |
Subject: | temperature options | burn analysis | Black-Scholes-Merton model | lognormal distribution | options pricing | modelling |
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