Pricing weather derivatives with partial differential equations of the Ornstein-Uhlenbeck process (Q1732382)
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scientific article; zbMATH DE number 7041041
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing weather derivatives with partial differential equations of the Ornstein-Uhlenbeck process |
scientific article; zbMATH DE number 7041041 |
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Pricing weather derivatives with partial differential equations of the Ornstein-Uhlenbeck process (English)
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25 March 2019
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weather derivative
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Ornstein-Uhlenbeck process
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jump condition
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convection-diffusion
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PDE
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