𝔖 Bobbio Scriptorium
✦   LIBER   ✦

NOTICE OF INCREASE IN PRICE OF WEATHER


Book ID
112108893
Publisher
John Wiley and Sons
Year
1974
Tongue
English
Weight
63 KB
Volume
29
Category
Article
ISSN
0043-1656

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πŸ“œ SIMILAR VOLUMES


Weather derivatives valuation and market
✍ Melanie Cao; Jason Wei πŸ“‚ Article πŸ“… 2004 πŸ› John Wiley and Sons 🌐 English βš– 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