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isPartOf:"Kiel working paper"
~isPartOf:"Energy economics"
~isPartOf:"World Bank E-Library Archive"
~subject:"Option pricing theory"
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A consistent two-factor model for pricing temperature derivatives
Groll, Andreas
;
López Cabrera, Brenda
;
Meyer-Brandis, Thilo
- In:
Energy economics
55
(
2016
),
pp. 112-126
Persistent link: https://www.econbiz.de/10011663144
Saved in:
2
A critical view on temperature modelling for application in weather derivatives markets
Saltyte Benth, Jurate
;
Benth, Fred Espen
- In:
Energy economics
34
(
2012
)
2
,
pp. 592-602
Persistent link: https://www.econbiz.de/10009618677
Saved in:
3
Model based Monte Carlo pricing of energy and temperature Quanto options
Caporin, Massimiliano
;
Preś, Juliusz
;
Torro, Hipolit
- In:
Energy economics
34
(
2012
)
5
,
pp. 1700-1712
Persistent link: https://www.econbiz.de/10009687956
Saved in:
4
Pricing summer day options by good-deal bounds
Kanamura, Takashi
;
Ōhashi, Kazuhiko
- In:
Energy economics
31
(
2009
)
2
,
pp. 289-297
Persistent link: https://www.econbiz.de/10003832251
Saved in:
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