On modelling and pricing rainfall derivatives with seasonality (Q3004476)
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scientific article; zbMATH DE number 5903439
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| English | On modelling and pricing rainfall derivatives with seasonality |
scientific article; zbMATH DE number 5903439 |
Statements
On Modelling and Pricing Rainfall Derivatives with Seasonality (English)
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3 June 2011
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rainfall derivatives
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seasonality
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discrete time Markov control process
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utility indifference pricing
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Monte Carlo methods
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0.8747304081916809
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0.7869980335235596
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0.7715369462966919
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0.7534061074256897
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0.7437543272972107
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