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  1. 1
    Inventory models with weather derivatives and weather-conditional rebates for seasonal products.
    Published 2007
    Subjects: “...Production management--Environmental aspects...”
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  2. 2
    Esscher transform of option pricing on a mean-reverting asset with GARCH.
    Published 2011
    “... --- GARCH Model --- p.5 === Chapter 2.2 --- Locally Risk-Neutral Valuation --- p.8 === Chapter 2.3...”
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