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Dynamical pricing of weather derivatives

Brody, Dorje C., Syroka, Joanna and Zervos, Mihail (2002) Dynamical pricing of weather derivatives. Quantitative finance, 2 (3). pp. 189-198. ISSN 1469-7688

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Item Type: Article
Official URL: http://www.tandf.co.uk/journals/titles/14697688.as...
Additional Information: © 2002 Taylor & Francis
Library of Congress subject classification: H Social Sciences > HG Finance
Sets: Departments > Mathematics
Rights: http://www.lse.ac.uk/library/rights/LSERO.htm
URL: http://eprints.lse.ac.uk/15285/

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