Dynamical pricing of weather derivatives

Quantitative Finance

Volumn 2, Issue 3, 2002, Pages 189-198

  Brody, Dorje C ^a   Syroka, Joanna ^a,b   Zervos, Mihail ^c  

^a IMPERIAL COLLEGE LONDON   (United Kingdom)

^b Centrica Energy   (United Kingdom)

^c KING'S COLLEGE LONDON   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 85008814939     PISSN: 14697688     EISSN: 14697696     Source Type: Journal    
DOI: 10.1088/1469-7688/2/3/302     Document Type: Article

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