A comparison of regime-switching temperature modeling approaches for applications in weather derivatives (Q2255974)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A comparison of regime-switching temperature modeling approaches for applications in weather derivatives |
scientific article |
Statements
A comparison of regime-switching temperature modeling approaches for applications in weather derivatives (English)
0 references
18 February 2015
0 references
weather derivatives
0 references
regime-switching models
0 references
lattice approaches
0 references
0 references