Pricing portfolios of contracts on cumulative temperature with risk premium determination
Srdjan Stojanovic and Ahmet Göncü
| Year of publication: |
2014
|
|---|---|
| Authors: | Stojanovic, Srdjan ; Göncü, Ahmet |
| Published in: |
Risk and decision analysis. - Amsterdam : IOS Press, ISSN 1569-7371, ZDB-ID 2512630-1. - Vol. 5.2014, 1, p. 75-98
|
| Subject: | Neutral pricing | indifference pricing | portfolios of weather derivatives | hedging | cumulative average temperatures | Hedging | Derivat | Derivative | Wetter | Weather | Risikoprämie | Risk premium | Portfolio-Management | Portfolio selection | 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/10010492577