Pricing rainfall futures at the CME

Journal of Banking and Finance

Volumn 37, Issue 11, 2013, Pages 4286-4298

  López Cabrera, Brenda ^a   Odening, Martin ^a   Ritter, Matthias ^a  

^a HUMBOLDT UNIVERSITY   (Germany)

Author keywords

Esscher transform; Market price of risk; Precipitation; Weather derivatives

Indexed keywords

EID: 84883206074     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jbankfin.2013.07.042     Document Type: Article

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