A consistent two-factor model for pricing temperature derivatives
Year of publication: |
March 2016
|
---|---|
Authors: | Groll, Andreas ; López Cabrera, Brenda ; Meyer-Brandis, Thilo |
Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 55.2016, p. 112-126
|
Subject: | Factor models | Consistency | Pricing and hedging | Weather derivatives | Market price of risk | Derivat | Derivative | Hedging | Optionspreistheorie | Option pricing theory | Wetter | Weather |
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