Weather derivatives with applications to Canadian data
Anatoliy Swishchuk; Kaijie Cui
| Year of publication: |
2013
|
|---|---|
| Authors: | Sviščuk, Anatolij ; Cui, Kaijie |
| Published in: |
Journal of mathematical finance. - [S.l.] : Scientific Research, ISSN 2162-2434, ZDB-ID 2657377-5. - Vol. 3.2013, 1, p. 81-95
|
| Subject: | Weather Derivatives | Mean-Reverting Process | Lévy Process | Continuous Autoregressive Model | Fast Fourier Transform | Optionspreistheorie | Option pricing theory | Derivat | Derivative | Stochastischer Prozess | Stochastic process | Wetter | Weather | Zeitreihenanalyse | Time series analysis | Kanada | Canada |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010240221