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International journal of theoretical and applied finance
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ECONIS (ZBW)
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On modelling and pricing weather derivatives
Alaton, Peter
;
Djehiche, Boualem
;
Stillberger, David
- In:
Applied Mathematical Finance
9
(
2002
)
1
,
pp. 1-20
risk. Numerical examples of prices of some contracts are presented, using an
approximation
formula
as well as Monte Carlo …
Persistent link: https://www.econbiz.de/10005639869
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