A Study on Weather Options Pricing Model
碩士 === 淡江大學 === 財務金融學系 === 90 === Weather options were created in 1997 and given to power companies the tools to avoid weather risk. Their underlying variables are temperature. Dischel（1999）、Dornier and Queruel（2000）、Garman, Blanco and Erickson（2000）、Nelken（2000）all thought that, by data analyses an...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2002
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| Online Access: | http://ndltd.ncl.edu.tw/handle/18571052885662013192 |