PRICING PRECIPITATION BASED DERIVATIVES (Q5714653)

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scientific article; zbMATH DE number 2239031
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PRICING PRECIPITATION BASED DERIVATIVES
scientific article; zbMATH DE number 2239031

    Statements

    title
    PRICING PRECIPITATION BASED DERIVATIVES (English)
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    author
    Pavel Diko
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    René A. Carmona
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    publication date
    15 December 2005
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    zbMATH Keywords
    weather derivatives
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    utility indifference pricing
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    precipitation modeling
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    jump Markov processes
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    maximum likelihood estimation
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    Identifiers

    zbMATH DE Number
    2239031
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    OpenAlex ID
    W2126587896
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