PRICING POWER DERIVATIVES - The authors propose a new approach to pricing that takes account of extreme weather.
| Year of publication: |
1998
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|---|---|
| Authors: | Eydeland, Alexander ; Geman, Hélyette |
| Published in: |
Risk : managing risk in the world's financial markets. - London : Incisive Financial Publ, ISSN 0952-8776, ZDB-ID 10494753. - Vol. 11.1998, 10, p. 71-73
|