State price densities implied from weather derivatives (Q495457): Difference between revisions

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Property / DOI: 10.1016/j.insmatheco.2015.05.001 / rank
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Property / author: Wolfgang Karl Härdle / rank
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Property / OpenAlex ID: W2108445798 / rank
 
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Latest revision as of 02:45, 9 December 2024

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State price densities implied from weather derivatives
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    State price densities implied from weather derivatives (English)
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    14 September 2015
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    weather derivatives
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    temperature derivatives
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    HDD
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    CDD
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    state price density
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    quadrature
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    Bayesian
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    data sparsity
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