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Arbitrage Pricing of Weather D...
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Time series analysis
Wetter
5
Derivat
4
Derivative
4
Weather
4
Option pricing theory
3
Optionspreistheorie
3
Derivat <Wertpapier>
2
Extremwertstatistik
2
Versicherungsmathematik
2
climate change
2
cross validation
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index modelling
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shrinkage estimation
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surface air temperature
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Estimation theory
1
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1
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1
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Schätztheorie
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Weather derivatives
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Zeitreihenanalyse
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Jewson, Stephen
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Penzer, Jeremy
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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ECONIS (ZBW)
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Estimating trends in weather series : consequences for pricing derivatives
Jewson, Stephen
(
contributor
);
Penzer, Jeremy
(
contributor
)
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
10
(
2006
)
3
,
pp. 1-15
Persistent link: https://www.econbiz.de/10003559115
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