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Optimal design of weather derivatives

Barrieu, Pauline and El Karoui, Nicole (2002) Optimal design of weather derivatives. Algo research quarterly, 5. pp. 79-92. ISSN 1488-0539

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Item Type: Article
Official URL: http://www-01.ibm.com/software/analytics/algorithm...
Additional Information: © 2002 The Authors
Subjects: Q Science > QA Mathematics
Sets: Departments > Statistics
Research centres and groups > Centre for the Analysis of Time Series (CATS)
Research centres and groups > Decision Support and Risk Group (DSRG)
Date Deposited: 05 Mar 2014 09:44
Last Modified: 05 Mar 2014 09:44
URI: http://eprints.lse.ac.uk/id/eprint/55993

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