Stochastic Models for Pricing Weather Derivatives using Constant Risk Premium (Q4623233)
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scientific article; zbMATH DE number 7023604
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Stochastic Models for Pricing Weather Derivatives using Constant Risk Premium |
scientific article; zbMATH DE number 7023604 |
Statements
Stochastic Models for Pricing Weather Derivatives using Constant Risk Premium (English)
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14 February 2019
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ARFIMA model
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burn analysis
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daily temperature
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prediction
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0.9286443
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0.92355216
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0.9209425
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0.9122447
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0.90903413
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0.90628403
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0.9035289
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0.89852834
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