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~person:"Härdle, Wolfgang"
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Search: subject:"Continuous Time"
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Continuous-time Autoregressive model
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continuous time autoregressive process
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Härdle, Wolfgang
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Statistical Analysis of Asian Weather Derivatives
Jiao, Yue
-
2009
dynamics of 4 cities in Asia: Tokyo, Osaka, Taipei and Beijing by a
continuous-time
autoregressive process. We further inferred …
Persistent link: https://www.econbiz.de/10009467143
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2
Pricing Temperature Derivatives for Munich
Osipenko, Maria
-
2009
the pricing model based on
continuous
time
autoregressive model is adopted and used to calibrate the market price of risk …
Persistent link: https://www.econbiz.de/10009467144
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