Estimating trends in weather series : consequences for pricing derivatives
Year of publication: |
2006
|
---|---|
Other Persons: | Jewson, Stephen (contributor) ; Penzer, Jeremy (contributor) |
Published in: |
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet. - Berlin : De Gruyter, ISSN 1558-3708, ZDB-ID 1385261-9. - Vol. 10.2006, 3, p. 1-15
|
Subject: | Zeitreihenanalyse | Time series analysis | Derivat | Derivative | Schätztheorie | Estimation theory | Wetter | Weather | Optionspreistheorie | Option pricing theory |
-
A critical view on temperature modelling for application in weather derivatives markets
Saltyte Benth, Jurate, (2012)
-
Weather derivatives with applications to Canadian data
Sviščuk, Anatolij, (2013)
-
Estimating sensitivities of temperature-based weather derivatives
Yuan, Wei, (2015)
- More ...
-
Estimating Trends in Weather Series: Consequences for Pricing Derivatives
Jewson, Stephen, (2006)
-
Jewson, Stephen, (2006)
-
Jewson, Stephen, (2006)
- More ...