A comparison of regime-switching temperature modeling approaches for applications in weather derivatives
Year of publication: |
2014
|
---|---|
Authors: | Elias, R. S. ; Wahab, M. I. M. ; Fang, Liping |
Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 232.2014, 3 (1.2.), p. 549-560
|
Subject: | Weather derivatives | Regime-switching models | Lattice approaches | Wetter | Weather | Derivat | Derivative | Optionspreistheorie | Option pricing theory | Markov-Kette | Markov chain |
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