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

Full text not available from this repository.

• Published item via DOI

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
Date Deposited:	31 Oct 2008 15:11
URL:	http://eprints.lse.ac.uk/15285/

Actions (login required)

Record administration - authorised staff only