State price densities implied from weather derivatives (Q495457)
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scientific article; zbMATH DE number 6481765
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | State price densities implied from weather derivatives |
scientific article; zbMATH DE number 6481765 |
Statements
State price densities implied from weather derivatives (English)
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14 September 2015
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weather derivatives
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temperature derivatives
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HDD
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CDD
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state price density
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quadrature
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Bayesian
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data sparsity
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0.842466413974762
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0.769169270992279
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0.755778968334198
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0.7476096153259277
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0.7310276627540588
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