Temperature stochastic modeling and weather derivatives pricing: empirical study with Morrocan data
type: Item
instance of: scholarly article
title: Temperature stochastic modeling and weather derivatives pricing: empirical study with Morrocan data
zbMATH Open document ID: 1221.91057
author: Mohammed Mraoua
author: Driss Bari
published in: Afrika Statistika
publication date: 2011-08-17T00:00:00Z
Mathematics Subject Classification ID: 91G70
Mathematics Subject Classification ID: 91G20
Mathematics Subject Classification ID: 62P05
zbMATH DE Number: 5939878
zbMATH Keywords: weather derivatives
zbMATH Keywords: temperature stochastic model
zbMATH Keywords: Monte Carlo simulation
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 5939878