Modelling Environment Changes for Pricing Weather Derivatives
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References listed on IDEAS
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More about this item
Keywords
weather derivatives; temperature modelling; Monte Carlo;All these keywords.
JEL classification:
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
- G17 - Financial Economics - - General Financial Markets - - - Financial Forecasting and Simulation
- G18 - Financial Economics - - General Financial Markets - - - Government Policy and Regulation
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