Modeling and pricing precipitation derivatives under weather forecasts (Q2836217)
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scientific article; zbMATH DE number 6662235
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modeling and pricing precipitation derivatives under weather forecasts |
scientific article; zbMATH DE number 6662235 |
Statements
8 December 2016
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anticipative stochastic calculus
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stochastic differential equation
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enlargement of filtration
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information premium
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forward-looking information
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pure jump Lévy process
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arithmetic model
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weather market
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precipitation derivative
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weather forecast
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option pricing
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wavelet transform
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Modeling and pricing precipitation derivatives under weather forecasts (English)
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