On modelling and pricing weather derivatives (Q4541607)
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scientific article; zbMATH DE number 1771993
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On modelling and pricing weather derivatives |
scientific article; zbMATH DE number 1771993 |
Statements
On modelling and pricing weather derivatives (English)
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5 September 2002
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weather derivatives
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pricing model
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historical data
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stochastic process
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approximation formula
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Monte Carlo simulation
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