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Korean Journal of Financial Studies 2002;31(1):229-255.
Published online September 30, 2002.
A Study on the Valuation of the CDD/HDD Weather Options
Joon Haeng Lee
날씨옵션상품의 가격결정에 대한 연구
이준행
Key Words: CDD/HDD 날씨옵션,날씨확률모형,몬테카를로 시뮬레이션,Burn-rate 방법,Cao-Wei 모형
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