Estimating sensitivities of temperature-based weather derivatives
Wei Yuan, Ahmet Göncu and Giray Ökten
| Year of publication: |
2015
|
|---|---|
| Authors: | Yuan, Wei ; Göncu, Ahmet ; Ökten, Giray |
| Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 47.2015, 19/21, p. 1942-1955
|
| Subject: | weather derivatives | pathwise sensitivity estimation | Monte Carlo simulation | daily temperatures | Wetter | Weather | Monte-Carlo-Simulation | Derivat | Derivative | Schätztheorie | Estimation theory | Optionspreistheorie | Option pricing theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010513460