Numerical solutions of an option pricing rainfall weather derivatives model
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Publication:6144173
DOI10.1016/j.camwa.2023.11.011MaRDI QIDQ6144173
Clarinda Nhangumbe, Ercília Sousa
Publication date: 5 January 2024
Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)
Numerical methods (including Monte Carlo methods) (91G60) Applications of statistics to environmental and related topics (62P12) Derivative securities (option pricing, hedging, etc.) (91G20) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)
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