Pricing Temperature Derivatives for Munich
Year of publication: |
2009-09-17
|
---|---|
Authors: | Osipenko, Maria |
Other Persons: | Härdle, Wolfgang (contributor) |
Publisher: |
Wirtschaftswissenschaftliche Fakultät |
Subject: | Statistik | Wirtschaft | derivative pricing | weather derivatives | continuous time autoregressive process | market price of risk |
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