A Fair Pricing Approach to Weather Derivatives
By Eckhard Platen, Jason M. West. 2004
58 citations recorded by the source corpus.
Subfields: Demography, Finance, Management Science and Operations Research
View Paper: https://www.semanticscholar.org/paper/aea38f40163db3d2f8364e5401c931f064415084
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Demography
In Finance
- J. Šaltytė Benth
- Steen Koekebakker
- Fred Espen Benth
- Nina Lange
- J. Saltyte-Benth
- Rafal Weron
- Almut E. D. Veraart
- Ole E. Barndorff-Nielsen
In Management Science and Operations Research
Citations in the corpus
- Putting a Price on Temperature * (2007, methodology): “A benchmark approach using the world stock index as the numeraire to price temperature derivatives is suggested by Platen & West (2005).”