Dynamical pricing of weather derivatives
Brody, D. C., Syroka, J. & Zervos, M.
(2002).
Dynamical pricing of weather derivatives.
Quantitative Finance,
2(3), 189-198.
https://doi.org/10.1088/1469-7688/2/3/302
| Item Type | Article |
|---|---|
| Copyright holders | © 2002 Taylor & Francis |
| Departments | LSE > Academic Departments > Mathematics |
| DOI | 10.1088/1469-7688/2/3/302 |
| Date Deposited | 31 Oct 2008 |
| URI | https://researchonline.lse.ac.uk/id/eprint/15285 |
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- https://www.scopus.com/pages/publications/85008814939 (Scopus publication)
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ORCID: https://orcid.org/0000-0001-5194-6881