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A. Goncu: Pricing precipitation contracts in China

发布日期:2010-12-03   作者:admin    浏览次数:

Pricing precipitation contracts in China

A. Goncu

Abstract

This paper is the first study to provide a pricing and hedging method for precipitation based weather derivatives inChina. Three different models studied in Cao et al. (2002) is used and compared for application inChina