Approaching rainfall-based weather derivatives pricing and operational challenges |
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| Authors: | Martínez Salgueiro Andrea Tarrazon-Rodon Maria-Antonia |
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| Institution: | 1.Department of Business, Universitat Autònoma de Barcelona (UAB), Building B, Campus UAB, Bellaterra, 08193, Cerdanyola del Vallès, Barcelona, Spain
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| Abstract: | Review of Derivatives Research - This article approaches some of the current rainfall derivatives pricing and operational challenges through an empirical application to Comunidad Valenciana, Spain.... |
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