Sökning: "Daniela Dumitras"
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1. Pricing Temperature Weather Derivatives
Magister-uppsats, Lunds universitet/Nationalekonomiska institutionenSammanfattning : The key aim of the current paper is to analyse the plausibility of a pricing model for temperature weather derivatives. The historical data are studied in order to propose a stochastic process that describes temperature dynamics in three Swedish cities. LÄS MER
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