School of Economics and Finance, Queensland University of Technology, Brisbane, Australia
School of Economics and Finance, Queensland University of Technology, Brisbane, Australia
School of Economics and Finance, Queensland University of Technology, Brisbane, Australia
Copyright © 2013 A. E. Clements, A. S. Hurn, K. A. Lindsay et al. This is
an open access article distributed under the Creative Commons Attribution
License, which permits unrestricted use, distribution, and reproduction in any
medium, provided the original work is properly cited.
How to Cite this Article
A. Clements, A. Hurn and K. Lindsay, "A Closed-Form Approximation for Pricing Temperature-Based Weather Derivatives,"
Applied Mathematics, Vol. 4 No. 9, 2013, pp. 1347-1360. doi:
10.4236/am.2013.49182.