On Modeling and Pricing Rainfall Derivatives with Seasonality

Gunther Leobacher, Philip Ngare

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	71 - 91
Number of pages	21
Journal	Applied Mathematical Finance
Volume	18
Issue number	1
DOIs	https://doi.org/10.1080/13504861003795167
Publication status	Published - Mar 2011

Fields of science

@article{88dc7e4bc50a48248b455ec20d46b8d1,

title = "On Modeling and Pricing Rainfall Derivatives with Seasonality",

author = "Gunther Leobacher and Philip Ngare",

year = "2011",

month = mar,

doi = "10.1080/13504861003795167",

language = "English",

volume = "18",

pages = "71 -- 91",

journal = "Applied Mathematical Finance",

issn = "1466-4313",

number = "1",

}