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Utility indifference pricing and hedging - Temperature modeling and its significance in the construction of weather derivatives

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Publisher:
Mathematical Institute;University of Oxford
Publication date:
2009-07-03
UUID:
uuid:d0511b94-75a7-4c33-9155-e060d9df53a7
Local pid:
oai:eprints.maths.ox.ac.uk:787
Deposit date:
2011-05-19

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