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 |
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Putting a price tag on temperature (English)
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7 November 2018
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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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