On Modelling and Pricing Rainfall Derivatives with Seasonality (Q3004476)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On Modelling and Pricing Rainfall Derivatives with Seasonality |
scientific article |
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On Modelling and Pricing Rainfall Derivatives with Seasonality (English)
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3 June 2011
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rainfall derivatives
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seasonality
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discrete time Markov control process
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utility indifference pricing
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Monte Carlo methods
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