A comparison of regime-switching temperature modeling approaches for applications in weather derivatives
R. S. Elias; M. I. M. Wahab; L. Fang
| 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 | Markov-Kette | Markov chain | Optionspreistheorie | Option pricing theory | Hedging |
| 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/10010224963