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篇名：Dynamical pricing of weather derivatives.
Quantitative FinanceBrody,
D., J. Syroka and M. Zervos. 2002.
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关键词：外文文献 Quantitative derivatives QUANTITATIV Derivative 外文

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Acknowledgments
DCB gratefully acknowledges support from The Royal
Society. JS acknowledges supports from NERC and Centre of
Quantitative Finance, Imperial College, London. The authors
wish to express their gratitude to Mark Davis, Lane Hughston,
Stephen Jewson, Bernt Øksendal, Chris Rogers and RalfToumi
for stimulating discussions and suggestions.