Alternative approaches to weather derivatives pricing

Managerial Finance

Volumn 31, Issue 6, 2005, Pages 46-72

  Geman, Hélyette ^a   Leonardi, Marie Pascale ^a  

^a UNIVERSITÉ PARIS DAUPHINE   (France)

Author keywords

Acceptable risk; Actuarial pricing; Incomplete markets; Weather derivatives

Indexed keywords

EID: 85016207673     PISSN: 03074358     EISSN: 17587743     Source Type: Journal    
DOI: 10.1108/03074350510769695     Document Type: Article

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