Pricing weather derivatives with partial differential equations of the Ornstein-Uhlenbeck process (Q1732382)

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Pricing weather derivatives with partial differential equations of the Ornstein-Uhlenbeck process
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    Pricing weather derivatives with partial differential equations of the Ornstein-Uhlenbeck process (English)
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    25 March 2019
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    weather derivative
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    Ornstein-Uhlenbeck process
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    jump condition
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    convection-diffusion
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    PDE
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