Modeling and pricing of space weather derivatives
Year of publication: |
2019
|
---|---|
Authors: | Lemmerer, Birgit ; Unger, Stephan |
Published in: |
Risk management : a journal of risk, crisis and disaster. - Basingstoke : Palgrave Macmillan, ISSN 1460-3799, ZDB-ID 2227982-9. - Vol. 21.2019, 4, p. 265-291
|
Subject: | Space weather | Geomagnetic storms | Geomagnetic indices | Space weather derivative | Pricing | Hedging | Inverse transformation sampling | Wetter | Weather | Derivat | Derivative | Optionspreistheorie | Option pricing theory |
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