HDD and CDD option pricing with market price of weather risk for Taiwan
Year of publication: |
2008
|
---|---|
Authors: | Huang, Hung-hsi ; Shiu, Yung-ming ; Lin, Pei-syun |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 28.2008, 8, p. 790-814
|
Subject: | Derivat | Derivative | Wetter | Weather | Optionspreistheorie | Option pricing theory | Taiwan | 1974-2003 |
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