A censored Ornstein-Uhlenbeck process for rainfall modeling and derivatives pricing (Q2068453)
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scientific article; zbMATH DE number 7459803
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A censored Ornstein-Uhlenbeck process for rainfall modeling and derivatives pricing |
scientific article; zbMATH DE number 7459803 |
Statements
A censored Ornstein-Uhlenbeck process for rainfall modeling and derivatives pricing (English)
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19 January 2022
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censored process
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OU process
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nonlinear transformation
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eigenfunction expansion
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rainfall derivatives
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