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  • Search: person:"Stowasser, Markus"
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Year of publication
Subject
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Hedging 3 Daily simulation 2 Derivative markets 2 Precipitation 2 Rainfall 2 Risk analysis 2 Markov chain 1 Markov-Kette 1 Option trading 1 Optionsgeschäft 1 Theorie 1 Theory 1
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Online availability
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Undetermined 2
Type of publication
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Article 4
Type of publication (narrower categories)
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Article in journal 1 Aufsatz in Zeitschrift 1 research-article 1
Language
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English 2 Undetermined 2
Author
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Stowasser, Markus 4
Published in...
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Journal of risk finance : the convergence of financial products and insurance 2 Journal of Risk Finance 1 The Journal of Risk Finance 1
Source
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ECONIS (ZBW) 1 OLC EcoSci 1 RePEc 1 Other ZBW resources 1
Showing 1 - 4 of 4
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Modelling rain risk : a multi-order Markov chain model apporach
Stowasser, Markus - In: Journal of risk finance : the convergence of financial … 13 (2012) 1, pp. 45-60
Persistent link: https://www.econbiz.de/10009488912
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Cover Image
Modelling rain risk: a multi‐order Markov chain model approach
Stowasser, Markus - In: The Journal of Risk Finance 13 (2011) 1, pp. 45-60
Purpose – The purpose of this paper is to investigate the best frequency description of a chain dependent Markov process for the daily simulation of precipitation. The influence of the order of the Markov chain model to simulate daily precipitation occurrence is evaluated. A mixed‐order...
Persistent link: https://www.econbiz.de/10014901595
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Cover Image
Modelling rain risk: a multi-order Markov chain model approach
Stowasser, Markus - In: Journal of Risk Finance 13 (2011) January, pp. 45-60
Purpose–The purpose of this paper is to investigate the best frequency description of a chain dependent Markov process for the daily simulation of precipitation. The influence of the order of the Markov chain model to simulate daily precipitation occurrence is evaluated. A mixed-order model is...
Persistent link: https://www.econbiz.de/10009415547
Saved in:
Cover Image
Modelling rain risk: a multi-order Markov chain model approach
Stowasser, Markus - In: Journal of risk finance : the convergence of financial … 13 (2011) 1, pp. 45-61
Persistent link: https://www.econbiz.de/10009810906
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