Model comparison for temperature-based weather derivatives in Mainland China
Lu Zong and Manuela Ender
| Year of publication: |
2014
|
|---|---|
| Authors: | Zong, Lu ; Ender, Manuela |
| Published in: |
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets. - Philadelphia, Pa. : Routledge Taylor & Francis Group, ISSN 1540-496X, ZDB-ID 2089472-7. - Vol. 50.2014, Suppl.5, p. 68-86
|
| Subject: | China | pricing | simulation | temperature modeling | weather derivatives | Wetter | Weather | Derivat | Derivative | Simulation | 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/10010485814