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

@@ Property / author @@
+Wolfgang Karl Härdle
@@ Property / author: Wolfgang Karl Härdle / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+P05
@@ Property / Mathematics Subject Classification ID: 62P05 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G07
@@ Property / Mathematics Subject Classification ID: 62G07 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G70
@@ Property / Mathematics Subject Classification ID: 91G70 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6481765
@@ Property / zbMATH DE Number: 6481765 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+weather derivatives
@@ Property / zbMATH Keywords: weather derivatives / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+temperature derivatives
@@ Property / zbMATH Keywords: temperature derivatives / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+HDD
@@ Property / zbMATH Keywords: HDD / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+CDD
@@ Property / zbMATH Keywords: CDD / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+state price density
@@ Property / zbMATH Keywords: state price density / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+quadrature
@@ Property / zbMATH Keywords: quadrature / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Bayesian
@@ Property / zbMATH Keywords: Bayesian / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+data sparsity
@@ Property / zbMATH Keywords: data sparsity / rank @@
+Normal rank

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

Revision as of 22:54, 30 June 2023

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Mathematics(0 entries)