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
| Item Type | Article |
|---|---|
| Departments |
Statistics Centre for Analysis of Time Series |
| Date Deposited | 05 Mar 2014 09:44 |
| URI | https://researchonline.lse.ac.uk/id/eprint/55993 |
ORCID: https://orcid.org/0000-0001-9473-263X