Optimal design of weather derivatives

Barrieu, P.ORCID logo & El Karoui, N. (2002). Optimal design of weather derivatives. Algo research quarterly, 5, 79-92.
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Item Type Article
Copyright holders © 2002 The Authors
Departments LSE > Academic Departments > Statistics
LSE > Former organisational units > Centre for Analysis of Time Series
Date Deposited 05 Mar 2014
URI https://researchonline.lse.ac.uk/id/eprint/55993

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