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Dynamical pricing of weather derivatives

Brody, Dorje C., Syroka, Joanna and Zervos, Mihail ORCID: 0000-0001-5194-6881 (2002) Dynamical pricing of weather derivatives. Quantitative Finance, 2 (3). pp. 189-198. ISSN 1469-7688

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Identification Number: 10.1088/1469-7688/2/3/302
Item Type: Article
Official URL: http://www.tandf.co.uk/journals/titles/14697688.as...
Additional Information: © 2002 Taylor & Francis
Divisions: Mathematics
Subjects: H Social Sciences > HG Finance
Date Deposited: 31 Oct 2008 15:11
Last Modified: 11 Nov 2024 06:33
URI: http://eprints.lse.ac.uk/id/eprint/15285

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