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Pricing weather derivatives : 날씨 파생상품의 가격결정
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- Authors
- Advisor
- 최형인
- Issue Date
- 2005
- Publisher
- 서울대학교 대학원
- Keywords
- 날씨파생상품 ; Weather Derivatives ; 온도지수 ; Temperature Index ; mean-reverting process ; Mean-reverting process ; Monte Carlo Simulation ; Monte-Carlo simulation
- Description
- Thesis(master`s)--서울대학교 대학원 :수리과학부,2005.
- Language
- English
- URI
- http://dcollection.snu.ac.kr:80/jsp/common/DcLoOrgPer.jsp?sItemId=000000050697
https://hdl.handle.net/10371/19945
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