Pricing weather derivatives by marginal value (Q4646487)
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scientific article; zbMATH DE number 7001036
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Pricing weather derivatives by marginal value |
scientific article; zbMATH DE number 7001036 |
Statements
Pricing weather derivatives by marginal value (English)
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14 January 2019
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pricing weather derivatives
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shadow price
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geometric Brownian motion
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0.8517901301383972
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0.8345094919204712
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0.8299378752708435
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0.8156256675720215
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0.8078324794769287
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