Stochastic Modelling of Temperature Variations with a View Towards Weather Derivatives (Q5460661)
From MaRDI portal
scientific article; zbMATH DE number 2187493
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic Modelling of Temperature Variations with a View Towards Weather Derivatives |
scientific article; zbMATH DE number 2187493 |
Statements
Stochastic Modelling of Temperature Variations with a View Towards Weather Derivatives (English)
0 references
18 July 2005
0 references
temperature
0 references
stochastic process
0 references
Lévy process
0 references
mean-reversion
0 references
fractionality
0 references
