Equilibrium trading of climate and weather risk and numerical simulation in a Markovian framework

Author： Chaumont Sébastien   Imkeller Peter   Müller Matthias  

Publisher： Springer Publishing Company

ISSN： 1436-3240

Source： Stochastic Environmental Research and Risk Assessment, Vol.20, Iss.3, 2006-04, pp. : 184-205

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