Numerical solutions of an option pricing rainfall weather derivatives model (Q6144173)
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scientific article; zbMATH DE number 7784325
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical solutions of an option pricing rainfall weather derivatives model |
scientific article; zbMATH DE number 7784325 |
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Numerical solutions of an option pricing rainfall weather derivatives model (English)
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5 January 2024
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rainfall derivatives
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Ornstein-Uhlenbeck process
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PDE approach
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finite differences
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