A study on the pricing of weather derivatives considering risky market prices

BEI Honghan, ZHU Liangfu, WANG Wenyang, SUN Yutong

Systems Engineering - Theory & Practice ›› 2022, Vol. 42 ›› Issue (12) : 3265-3278.

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Systems Engineering - Theory & Practice ›› 2022, Vol. 42 ›› Issue (12) : 3265-3278. DOI: 10.12011/SETP2022-2081

A study on the pricing of weather derivatives considering risky market prices

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