On modelling and pricing weather derivatives
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Publication:4541607
DOI10.1080/13504860210132897zbMath1013.91036OpenAlexW1981935966MaRDI QIDQ4541607
Peter Alaton, Boualem Djehiche, David Stillberger
Publication date: 5 September 2002
Published in: Applied Mathematical Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/13504860210132897
stochastic processMonte Carlo simulationapproximation formulahistorical datapricing modelweather derivatives
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