Pricing weather derivatives by marginal value
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Publication:4646487
DOI10.1080/713665730zbMath1405.91607MaRDI QIDQ4646487
Publication date: 14 January 2019
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/713665730
91G20: Derivative securities (option pricing, hedging, etc.)
60J70: Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.)
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