Modelling the temperature time-dependent speed of mean reversion in the context of weather derivatives pricing
A. Zapranis & A. Alexandridis
| Year of publication: |
2008
|
|---|---|
| Authors: | Zapranis, Achilleas ; Alexandridis, A. |
| Published in: |
Applied mathematical finance. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1350-486X, ZDB-ID 1282409-4. - Vol. 15.2008, 3/4, p. 355-386
|
| Subject: | Wetter | Weather | Derivat | Derivative | Mean Reversion | Mean reversion | Optionspreistheorie | Option pricing theory |
| 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/10003751370