| . |
Kermiche, Lamya's
Scholarly Papers
Click on the title of any column to sort the table by that
column. |
|
|
| |
|
|
Aggregate Statistics |
|
Total
Downloads
261 |
Total
Citations
0 |
|
|
|
|
|
1.
|
|
|
Kermiche, Lamya
Grenoble Ecole de Management
|
|
107
(130,222)
|
|
|
| |
|
| |
Black-Scholes model, implied volatility, risk-neutral density, market models
|
|
|
2.
|
|
|
Kermiche, Lamya
Grenoble Ecole de Management Dupuy, Philippe
Grenoble Ecole de Management
|
|
80
(157,949)
|
|
|
| |
|
| |
asset pricing theory, foreign exchange option returns, historical and implied volatility
|
|
|
3.
|
|
Weather Derivatives Structuring and Pricing: Evidence from an Agricultural Sustainable Aid in Africa
|
Show Abstracts |
Hide Abstracts |
Versions (2)
|
hide multiple versions |
Export Bibliographic Info |
|
Kermiche, Lamya
Grenoble Ecole de Management Vuillermet, Nicolas
affiliation not provided to SSRN
|
|
Posted:
|
|
22 Feb 12
|
|
Last Revised:
|
|
05 Nov 12
|
|
74
(165,576)
|
|
|
|
|
|
Kermiche, Lamya
Grenoble Ecole de Management Vuillermet, Nicolas
affiliation not provided to SSRN
|
|
28
|
|
|
| |
|
| |
Weather Derivatives, Degree Day Contract, Mean-Reversion, Monte-Carlo Simulation, Hedging African Weather Risk
|
|
|
|
|
|
|
Kermiche, Lamya
Grenoble Ecole de Management Vuillermet, Nicolas
affiliation not provided to SSRN
|
| Posted: |
|
22 Feb 12
|
|
Last Revised:
|
|
23 Feb 12
|
|
46
|
|
|
| |
|
| |
weather derivatives, degree day contract, mean-reversion, Monte-Carlo simulation, hedging African weather risk
|
|
|
|
|
