PRICING PRECIPITATION BASED DERIVATIVES (Q5714653)
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scientific article; zbMATH DE number 2239031
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | PRICING PRECIPITATION BASED DERIVATIVES |
scientific article; zbMATH DE number 2239031 |
Statements
PRICING PRECIPITATION BASED DERIVATIVES (English)
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15 December 2005
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weather derivatives
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utility indifference pricing
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precipitation modeling
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jump Markov processes
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maximum likelihood estimation
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