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SINGLE FACTOR STOCHASTIC MODELS WITH SEASONALITY APPLIED TO UNDERLYING WEATHER DERIVATIVES VARIABLES
Valor, Enric
;
Torró, Hipòlit
;
Meneu, Vicente
-
Instituto Valenciano de Investigaciones Económicas (IVIE)
-
2001
se realiza un ejercicio de simulación de Montecarlopara obtener los
grados
día frío y los
grados
día calor que son las …
Persistent link: https://www.econbiz.de/10005812815
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