Weather Derivative Pricing Rainfall Model
The paper discusses the modeling and pricing of rainfall-based weather derivatives using the Markov Chain Analogue Year Mixed Exponential model and the Esscher transform.
Featured in No. 41 on 20 Mar 2024 · 1 day after release
- Released
- 19 Mar 2024
- First featured
- No. 41 · 20 Mar 2024
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 4
- Identifier
- SSRN 4764970
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