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Analysis 1 Anticipative stochastic calculus 1 Derivat 1 Derivative 1 Forecasting model 1 Mathematical analysis 1 Option pricing theory 1 Optionspreistheorie 1 Prognoseverfahren 1 Stochastic process 1 Stochastischer Prozess 1 Weather 1 Wetter 1 arithmetic model 1 enlargement of filtration 1 forward-looking information 1 information premium 1 option pricing 1 precipitation derivative 1 pure jump Lévy process 1 stochastic differential equation 1 wavelet transform 1 weather forecast 1 weather market 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Hess, Markus 1
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International journal of theoretical and applied finance 1
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ECONIS (ZBW) 1
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Modeling and pricing precipitation derivatives under weather forecasts
Hess, Markus - In: International journal of theoretical and applied finance 19 (2016) 7, pp. 1-29
Persistent link: https://www.econbiz.de/10011568818
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