A censored Ornstein-Uhlenbeck process for rainfall modeling and derivatives pricing
type: Item
instance of: scholarly article
title: A censored Ornstein-Uhlenbeck process for rainfall modeling and derivatives pricing
author: Zhigang Tong
author: Allen P. Liu
published in: Physica A
publication date: 2022-01-19T00:00:00Z
Mathematics Subject Classification ID: 82-XX
zbMATH DE Number: 7459803
zbMATH Keywords: censored process
zbMATH Keywords: OU process
zbMATH Keywords: nonlinear transformation
zbMATH Keywords: eigenfunction expansion
zbMATH Keywords: rainfall derivatives
MaRDI profile type: Publication
full work available at URL: j.physa.2020.125619
OpenAlex ID: W3111581966
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DOI: 10.1016/J.PHYSA.2020.125619
description: scientific article; zbMATH DE number 7459803