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Vuillermet, Nicolas's
Scholarly Papers
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73 |
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1.
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Weather Derivatives Structuring and Pricing: Evidence from an Agricultural Sustainable Aid in Africa
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Kermiche, Lamya
Grenoble Ecole de Management Vuillermet, Nicolas
affiliation not provided to SSRN
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Posted:
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22 Feb 12
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Last Revised:
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05 Nov 12
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73
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Kermiche, Lamya
Grenoble Ecole de Management Vuillermet, Nicolas
affiliation not provided to SSRN
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28
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Weather Derivatives, Degree Day Contract, Mean-Reversion, Monte-Carlo Simulation, Hedging African Weather Risk
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Kermiche, Lamya
Grenoble Ecole de Management Vuillermet, Nicolas
affiliation not provided to SSRN
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22 Feb 12
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Last Revised:
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23 Feb 12
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45
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weather derivatives, degree day contract, mean-reversion, Monte-Carlo simulation, hedging African weather risk
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