A Dynamic Programming Approach for Pricing Weather Derivatives under Issuer Default Risk
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References listed on IDEAS
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World Scientific Publishing Co. Pte. Ltd..
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More about this item
Keywordsdynamic programming; pricing; risk management;
- G1 - Financial Economics - - General Financial Markets
- G2 - Financial Economics - - Financial Institutions and Services
- G3 - Financial Economics - - Corporate Finance and Governance
- F2 - International Economics - - International Factor Movements and International Business
- F3 - International Economics - - International Finance
- F41 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - Open Economy Macroeconomics
- F42 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - International Policy Coordination and Transmission
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