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Dynamical pricing of weather derivatives - MaRDI portal

Dynamical pricing of weather derivatives (Q4646781)

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scientific article; zbMATH DE number 7001520
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Dynamical pricing of weather derivatives
scientific article; zbMATH DE number 7001520

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    Dynamical pricing of weather derivatives (English)
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    14 January 2019
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    weather derivatives
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    dynamical pricing
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    fractional Brownian motion
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    fractional Ornstein-Uhlenbeck process
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