The volatility of temperature and pricing of weather derivatives (Q5433101)
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scientific article; zbMATH DE number 5221744
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | The volatility of temperature and pricing of weather derivatives |
scientific article; zbMATH DE number 5221744 |
Statements
The volatility of temperature and pricing of weather derivatives (English)
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19 December 2007
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weather derivatives
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temperature dynamics
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stochastic processes
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mean-reversion
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seasonality
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heating degree-day futures
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options on temperature
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0.8973018527030945
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0.8821434378623962
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0.8785922527313232
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0.8731826543807983
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0.8493748307228088
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