Statistical analysis of model risk concerning temperature residuals and its impact on pricing weather derivatives (Q2427817)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Statistical analysis of model risk concerning temperature residuals and its impact on pricing weather derivatives |
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Statistical analysis of model risk concerning temperature residuals and its impact on pricing weather derivatives (English)
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18 April 2012
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weather derivatives
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Lévy models
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asymmetric ARCH
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Esscher transform
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model risk
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