Single factor stochastic models with seasonality applied to underlying weather derivatives variables
Hipòlit Torró, Vicente Meneu and Enric Valor
| Year of publication: |
Nov. 2001 ; [Elektronische Ressource], 1. ed
|
|---|---|
| Other Persons: | Torró, Hipòlit (contributor) ; Meneu Ferrer, Vicente (contributor) ; Valor, Enric (contributor) |
| Institutions: | Instituto Valenciano de Investigaciones Económicas (contributor) |
| Publisher: |
Valencia : Inst. Valenciano de Investigaciones Económicas |
| Subject: | Derivat | Derivative | Stochastischer Prozess | Stochastic process | Wetter | Weather | Theorie | Theory | Saisonale Schwankungen | Seasonal variations |
| Extent: | Online-Ressource, 22 p., text ill |
|---|---|
| Series: | Working papers / Instituto Valenciano de Investigaciones Económicas. - Valencia : [Verlag nicht ermittelbar], ZDB-ID 2465633-1. |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper |
| Language: | English |
| Notes: | Zsfassung in span. Sprache Systemvoraussetzungen: Acrobat reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001625861