Dynamical pricing of weather derivatives (Q4646781)
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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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