Calibration of Temperature Futures by Changing the Mean Reversion
Year of publication: |
2015
|
---|---|
Authors: | Benth, Fred Espen |
Other Persons: | Ortiz-Latorre, Salvador (contributor) |
Publisher: |
[2015]: [S.l.] : SSRN |
Subject: | Klimawandel | Climate change | Wetter | Weather | Derivat | Derivative | Welt | World | Theorie | Theory | Mean Reversion | Mean reversion |
Extent: | 1 Online-Ressource (16 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 20, 2015 erstellt |
Other identifiers: | 10.2139/ssrn.2581566 [DOI] |
Classification: | G13 - Contingent Pricing; Futures Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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