Stochastic Models for Pricing Weather Derivatives using Constant Risk Premium (Q4623233): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set OpenAlex properties. |
||
| (3 intermediate revisions by 2 users not shown) | |||
| Property / author | |||
| Property / author: Jeffrey S. Pai / rank | |||
| Property / author | |||
| Property / author: Jeffrey S. Pai / rank | |||
Normal rank | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2865736706 / rank | |||
Normal rank | |||
Latest revision as of 14:29, 19 March 2024
scientific article; zbMATH DE number 7023604
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic Models for Pricing Weather Derivatives using Constant Risk Premium |
scientific article; zbMATH DE number 7023604 |
Statements
Stochastic Models for Pricing Weather Derivatives using Constant Risk Premium (English)
0 references
14 February 2019
0 references
ARFIMA model
0 references
burn analysis
0 references
daily temperature
0 references
prediction
0 references
