The pricing of degree‐day weather options

Calum Turvey

Agricultural Finance Review, 2005, vol. 65, issue 1, 59-85

Abstract: Keywords: Degree‐day options, Weather derivatives, Weather risk

Date: 2005
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Working Paper: THE PRICING OF DEGREE-DAY WEATHER OPTIONS (2001)
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Persistent link: https://EconPapers.repec.org/RePEc:eme:afrpps:00214660580001167

DOI: 10.1108/00214660580001167

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