Pricing temperature derivatives using a partial differential equation approach in incomplete markets

Manuel Ehlers

Year of publication:	2008
Authors:	Ehlers, Manuel
Publisher:	Hamburg : Univ., Fak. Wirtschafts- und Sozialwiss., Dep. Wirtschaftswiss., Inst. für Statistik und Ökonometrie
Subject:	Wetter \| Weather \| Derivat \| Derivative \| Optionspreistheorie \| Option pricing theory \| Analysis \| Mathematical analysis \| Stochastischer Prozess \| Stochastic process \| Theorie \| Theory

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