Statistical analysis of model risk concerning temperature residuals and its impact on pricing weather derivatives
Aleš Ahčan
| Year of publication: |
2012
|
|---|---|
| Authors: | Ahčan, Aleš |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 50.2012, 1, p. 131-138
|
| Subject: | Wetter | Weather | Derivat | Derivative | Optionspreistheorie | Option pricing theory | Risiko | Risk | Statistische Methode | Statistical method |
| 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/10009501692