๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

INCREASE IN PRICE OF WEATHER


Book ID
112108752
Publisher
John Wiley and Sons
Year
1972
Tongue
English
Weight
46 KB
Volume
27
Category
Article
ISSN
0043-1656

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๐Ÿ“œ SIMILAR VOLUMES


Weather derivatives valuation and market
โœ Melanie Cao; Jason Wei ๐Ÿ“‚ Article ๐Ÿ“… 2004 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 195 KB

## Abstract This paper has two objectives: (1) to propose and implement a valuation framework for temperature derivatives (a specific class of weather derivatives); and (2) to study the significance of the market price of weather risk. The objectives are accomplished by generalizing the Lucas model