Pricing weather derivatives with partial differential equations of the Ornstein-Uhlenbeck process (Q1732382)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Pricing weather derivatives with partial differential equations of the Ornstein-Uhlenbeck process |
scientific article |
Statements
Pricing weather derivatives with partial differential equations of the Ornstein-Uhlenbeck process (English)
0 references
25 March 2019
0 references
weather derivative
0 references
Ornstein-Uhlenbeck process
0 references
jump condition
0 references
convection-diffusion
0 references
PDE
0 references
0 references