State price densities implied from weather derivatives
DOI10.1016/J.INSMATHECO.2015.05.001zbMATH Open1348.62238OpenAlexW2108445798MaRDI QIDQ495457FDOQ495457
Authors: Brenda López-Cabrera, Huei-Wen Teng, Wolfgang K. Härdle 
Publication date: 14 September 2015
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: http://sfb649.wiwi.hu-berlin.de/papers/pdf/SFB649DP2013-026.pdf
Recommendations
Density estimation (62G07) Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70)
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