Modeling and Pricing in Financial Markets for Weather Derivatives

DOI10.1142/8457zbMath1303.91004OpenAlexW1673076845MaRDI QIDQ4902549

Jūratė Šaltytė Benth, Fred Espen Benth

Publication date: 16 January 2013

Published in: Advanced Series on Statistical Science & Applied Probability (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/255eb6a2568591d1ed403b43475b7a62474837e1

Mathematics Subject Classification ID

Numerical methods (including Monte Carlo methods) (91G60) Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Derivative securities (option pricing, hedging, etc.) (91G20) Meteorology and atmospheric physics (86A10)

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