Pricing weather derivatives by marginal value (Q4646487)

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scientific article; zbMATH DE number 7001036
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English
Pricing weather derivatives by marginal value
scientific article; zbMATH DE number 7001036

    Statements

    title
    Pricing weather derivatives by marginal value (English)
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    DOI
    10.1080/713665730
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    author
    Mark H. A. Davis
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    publication date
    14 January 2019
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    zbMATH DE Number
    7001036
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    zbMATH Keywords
    pricing weather derivatives
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    shadow price
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    geometric Brownian motion
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    OpenAlex ID
    W2169736048
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