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Modelling the temperature time-dependent speed of mean reversion in the context of weather derivatives pricing
Zapranis, Achilleas; Alexandridis, A. - In: Applied mathematical finance 15 (2008) 3/4, pp. 355-386
Persistent link: https://www.econbiz.de/10003751370
Cover Image
Modelling the Temperature Time-dependent Speed of Mean Reversion in the Context of Weather Derivatives Pricing
Zapranis, A.; Alexandridis, A. - In: Applied mathematical finance 15 (2008) 4, pp. 355-386
Persistent link: https://www.econbiz.de/10008221005
Cover Image
Modelling the Temperature Time-dependent Speed of Mean Reversion in the Context of Weather Derivatives Pricing
Zapranis, A.; Alexandridis, A. - In: Applied mathematical finance 15 (2008) 3-4, pp. 355-386
Persistent link: https://www.econbiz.de/10008098219