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Putting a price tag on temperature - MaRDI portal

Putting a price tag on temperature (Q1616809)

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scientific article; zbMATH DE number 6974512
Language Label Description Also known as
English
Putting a price tag on temperature
scientific article; zbMATH DE number 6974512

    Statements

    title
    Putting a price tag on temperature (English)
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    author
    Heng Xiong
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    Rogemar Mamon
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    publication date
    7 November 2018
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    zbMATH Keywords
    temperature-based derivatives
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    regime-switching model
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    maximum likelihood
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    filtering
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    change of reference probability measure
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    online parameter estimation
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    Identifiers

    Mathematics Subject Classification ID
    91G20
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    62P05
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    60J60
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    86A10
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    zbMATH DE Number
    6974512
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    OpenAlex ID
    W2757057995
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