Dynamical pricing of weather derivatives (Q4646781)

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scientific article; zbMATH DE number 7001520
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English
Dynamical pricing of weather derivatives
scientific article; zbMATH DE number 7001520

    Statements

    title
    Dynamical pricing of weather derivatives (English)
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    author
    Dorje C. Brody
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    Joanna Syroka
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    Mihail Zervos
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    publication date
    14 January 2019
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    zbMATH Keywords
    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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    Identifiers

    zbMATH DE Number
    7001520
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    OpenAlex ID
    W2162527597
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