Weather derivatives pricing using regime switching model (Q1746426)
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scientific article; zbMATH DE number 6864372
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Weather derivatives pricing using regime switching model |
scientific article; zbMATH DE number 6864372 |
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Weather derivatives pricing using regime switching model (English)
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25 April 2018
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weather derivatives
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arbitrage-free pricing
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regime switching
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Monte Carlo simulation
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option pricing
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0.8557537198066711
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0.8516094088554382
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0.8463349938392639
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0.8428692817687988
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0.8427477478981018
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