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Pricing and Hedging of Temperature Derivatives in a Model with Memory

Authors :
Markus Hess
Source :
SSRN Electronic Journal.
Publication Year :
2022
Publisher :
Elsevier BV, 2022.

Subjects

Subjects :
History
Polymers and Plastics
Business and International Management
Industrial and Manufacturing Engineering

Details

ISSN :
15565068
Database :
OpenAIRE
Journal :
SSRN Electronic Journal
Accession number :
edsair.doi...........09b397f67d8633d4a3c7db5b3fd3cbae

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