State price densities implied from weather derivatives
Wolfgang Karl Härdle; Brenda López-Cabrera; Huei-Wen Teng
| Year of publication: |
2015
|
|---|---|
| Authors: | Härdle, Wolfgang ; López Cabrera, Brenda ; Teng, Huei-Wen |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 64.2015, p. 106-125
|
| Subject: | Weather derivatives | Temperature derivatives | HDD | CDD | State Price Density | Quadrature | Bayesian | Data sparsity | Derivat | Derivative | Wetter | Weather | Optionspreistheorie | Option pricing theory | Statistische Verteilung | Statistical distribution |
| 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/10011397955