Pricing weather derivatives using the indifference pricing approach

North American Actuarial Journal

Volumn 13, Issue 3, 2009, Pages 303-315

  Brockett, Patrick L ^a   Goldens, Linda L ^a   Wen, Min Ming ^b   Yang, Charles C ^c  

^a UNIVERSITY OF TEXAS AT AUSTIN   (United States)

^b CALIFORNIA STATE UNIVERSITY   (United States)

^c FLORIDA ATLANTIC UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 74949130140     PISSN: 10920277     EISSN: None     Source Type: Journal    
DOI: 10.1080/10920277.2009.10597556     Document Type: Article

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