Stochastic Modelling of Temperature Variations with a View Towards Weather Derivatives (Q5460661): Difference between revisions
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Latest revision as of 13:26, 10 June 2024
scientific article; zbMATH DE number 2187493
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic Modelling of Temperature Variations with a View Towards Weather Derivatives |
scientific article; zbMATH DE number 2187493 |
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Stochastic Modelling of Temperature Variations with a View Towards Weather Derivatives (English)
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18 July 2005
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temperature
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stochastic process
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Lévy process
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mean-reversion
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fractionality
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