Approaching rainfall-based weather derivatives pricing and operational challenges (Q2211007)
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scientific article; zbMATH DE number 7272114
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| English | Approaching rainfall-based weather derivatives pricing and operational challenges |
scientific article; zbMATH DE number 7272114 |
Statements
Approaching rainfall-based weather derivatives pricing and operational challenges (English)
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10 November 2020
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weather derivatives
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rainfall modeling
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index value simulation technique
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geographical basis risk
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0.7138866782188416
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0.7067974209785461
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0.7054697871208191
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0.692455530166626
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0.6869001984596252
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