Modelling the Temperature Time‐dependent Speed of Mean Reversion in the Context of Weather Derivatives Pricing (Q3523660)
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scientific article; zbMATH DE number 5321482
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| English | Modelling the Temperature Time‐dependent Speed of Mean Reversion in the Context of Weather Derivatives Pricing |
scientific article; zbMATH DE number 5321482 |
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Modelling the Temperature Time‐dependent Speed of Mean Reversion in the Context of Weather Derivatives Pricing (English)
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5 September 2008
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neural networks
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weather derivatives pricing
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0.8284428715705872
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0.7715111374855042
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0.7691203951835632
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0.7681664824485779
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0.7503382563591003
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