A non-Gaussian Ornstein–Uhlenbeck model for pricing wind power futures (Q4559324): Difference between revisions

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+Non-Gaussian Ornstein–Uhlenbeck-based Models and Some of Their Uses in Financial Economics
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+Stochastic Integration on the Real Line
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+Weather derivatives and stochastic modelling of temperature
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+Dynamical pricing of weather derivatives
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+Weather Forecasting for Weather Derivatives
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+Pricing weather derivatives by marginal value
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+The Implied Market Price of Weather Risk
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+A mixed C-vine copula model for hedging price and volumetric risk in wind power trading
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+A fair pricing approach to weather derivatives
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+The Stationary Bootstrap
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+Correction to “Automatic Block-Length Selection for the Dependent Bootstrap” by D. Politis and H. White
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+Q4937701
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+Publication:4559324