Modeling drought option contracts

DOI10.5402/2012/251835zbMath1264.91126OpenAlexW2047035198WikidataQ58690023 ScholiaQ58690023MaRDI QIDQ1954356

Marco Pollanen, Jielin Zhu, Bruce Cater, Kenzu Abdella

Publication date: 11 June 2013

Published in: ISRN Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.5402/2012/251835

Mathematics Subject Classification ID

Geostatistics (86A32) Derivative securities (option pricing, hedging, etc.) (91G20)

Cites Work

• On modelling and pricing weather derivatives
• Dynamical pricing of weather derivatives
• The volatility of temperature and pricing of weather derivatives

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