Stochastic Modelling of Temperature Variations with a View Towards Weather Derivatives
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Publication:5460661
DOI10.1080/1350486042000271638zbMath1093.91021OpenAlexW2027036679MaRDI QIDQ5460661
Jūratė Šaltytė Benth, Fred Espen Benth
Publication date: 18 July 2005
Published in: Applied Mathematical Finance (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10852/10324
Special processes (60K99) Derivative securities (option pricing, hedging, etc.) (91G20) Meteorology and atmospheric physics (86A10)
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