Dynamical pricing of weather derivatives (Q4646781): Difference between revisions

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Latest revision as of 20:35, 17 July 2024

scientific article; zbMATH DE number 7001520
Language Label Description Also known as
English
Dynamical pricing of weather derivatives
scientific article; zbMATH DE number 7001520

    Statements

    Dynamical pricing of weather derivatives (English)
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    14 January 2019
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    weather derivatives
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    dynamical pricing
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    fractional Brownian motion
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    fractional Ornstein-Uhlenbeck process
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