Pricing portfolios of contracts on cumulative temperature with risk premium determination (Q3119631)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing portfolios of contracts on cumulative temperature with risk premium determination |
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Pricing portfolios of contracts on cumulative temperature with risk premium determination (English)
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12 March 2019
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neutral pricing
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indifference pricing
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portfolios of weather derivatives
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hedging
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cumulative average temperatures
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