Pricing Weather Derivatives

By Lixin Zeng. 2000

134 citations recorded by the source corpus.

Subfields: Demography, Economics and Econometrics, Soil Science

View Paper: https://www.semanticscholar.org/paper/f1d21b35a63a4bcd7f95880d336abe60faaf2e4f

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Demography

1. Fred Espen Benth

In Economics and Econometrics

1. Fred Espen Benth
2. J. Šaltytė Benth
3. J. Saltyte-Benth
4. Steen Koekebakker

In Soil Science

1. Fred Espen Benth

Citations in the corpus

• On arbitrage‐free pricing of weather derivatives based on fractional Brownian motion (2003, background): “Brody et al. (2002) derive prices for different temperature options as solutions of partial differential equations (see Kopp, 2003 for related work).”