Mean Reversion Models for Weather Derivatives


Autoria(s): Petschel, Ben
Data(s)

01/01/2005

Identificador

http://espace.library.uq.edu.au/view/UQ:107287/THE18872.pdf

http://espace.library.uq.edu.au/view/UQ:107287

Idioma(s)

eng

Publicador

The University of Queensland, School of Physical Sciences

Palavras-Chave #Weather derivatives -- Mathematical models #Stochastic models #Poisson distribution #L #230101 Mathematical Logic, Set Theory, Lattices And Combinatorics #780101 Mathematical sciences
Tipo

Thesis