Estimation of Uncertainty in the Pricing of Weather Options
Risk Management Solutions
September 3, 2003
We describe analytical and numerical methods for the estimation of the size of the error in calculations of the fair premium for weather options.
Number of Pages in PDF File: 10
Keywords: weather derivatives, weather derivative pricing, weather options, uncertainty
JEL Classification: G12, G13working papers series
Date posted: October 6, 2003
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