HDD and CDD option pricing with market price of weather...

Journal of Futures Markets 2008 Vol. 28; Iss. 8

HDD and CDD option pricing with market price of weather risk for Taiwan

Hung-Hsi Huang, Yung-Ming Shiu, Pei-Syun Lin
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Volume:
28
Year:
2008
Language:
english
Pages:
25
DOI:
10.1002/fut.20337
File:
PDF, 396 KB
english, 2008
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