Study on measurement of precipitation index and derivative pricing under risk-neutral conditions

BEI Honghan, HU Jingyi, YANG Wanyu, GAI Zhaoyi

Systems Engineering - Theory & Practice ›› 2024, Vol. 44 ›› Issue (12) : 3811-3828.

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Systems Engineering - Theory & Practice ›› 2024, Vol. 44 ›› Issue (12) : 3811-3828. DOI: 10.12011/SETP2024-0002

Study on measurement of precipitation index and derivative pricing under risk-neutral conditions

  • BEI Honghan1,2, HU Jingyi1, YANG Wanyu1, GAI Zhaoyi1
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{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2024, 44(12): 3811-3828 https://doi.org/10.12011/SETP2024-0002

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