Dynamic valuation of weather derivatives under default risk
Year of publication: |
2017
|
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Authors: | Härdle, Wolfgang Karl ; Osipenko, Maria |
Publisher: |
Berlin : Humboldt University of Berlin, Collaborative Research Center 649 - Economic Risk |
Subject: | derivative securities | asset pricing models |
Series: | SFB 649 Discussion Paper ; 2017-005 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 880325992 [GVK] hdl:10419/162506 [Handle] |
Source: |
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Dynamic valuation of weather derivatives under default risk
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