Dynamical pricing of weather derivatives

Brody, Dorje C.; Syroka, Joanna; and Zervos, MihailORCID logo (2002) Dynamical pricing of weather derivatives. Quantitative Finance, 2 (3). pp. 189-198. ISSN 1469-7688
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Item Type Article
Departments Mathematics
DOI 10.1088/1469-7688/2/3/302
Date Deposited 31 Oct 2008 15:11
URI https://researchonline.lse.ac.uk/id/eprint/15285

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