Pricing Weather Derivatives Using the Indifference Pricing Approach

DOI10.1080/10920277.2009.10597556zbMath1483.91229OpenAlexW2021343702MaRDI QIDQ5029070

Charles Yang, Patrick L. Brockett, Linda L. Goldens, Min-Ming Wen

Publication date: 11 February 2022

Published in: North American Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10920277.2009.10597556

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20)

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