Climate Risk Management: the Case of Tropical Cyclones Carolyn W. Changa, Jack S.K. Changb, Kian Guan Limc JEL classification: G13 Keywords: Tropical cyclones, Catastrophe risk management, Doubly-binomial Tree with stoc

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Date: 2010-05-24 12:29:47 Futures contract Binomial options pricing model Martingale pricing Trinomial tree Hurricane Wilma Derivative Forward contract Risk-neutral measure Tropical cyclone Financial economics Mathematical finance Finance		Climate Risk Management: the Case of Tropical Cyclones Carolyn W. Changa, Jack S.K. Changb, Kian Guan Limc JEL classification: G13 Keywords: Tropical cyclones, Catastrophe risk management, Doubly-binomial Tree with stoc Add to Reading List Source URL: raw.rutgers.edu Download Document from Source Website File Size: 622,56 KB Share Document on Facebook

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