par Hess, Markus 
Référence International journal of theoretical and applied finance, 19, 7, 1650051
Publication Publié, 2016-11

Référence International journal of theoretical and applied finance, 19, 7, 1650051
Publication Publié, 2016-11
Article révisé par les pairs
Titre: |
|
Auteur: | Hess, Markus |
Informations sur la publication: | International journal of theoretical and applied finance, 19, 7, 1650051 |
Statut de publication: | Publié, 2016-11 |
Sujet CREF: | Economie |
Finance internationale | |
Mots-clés: | Anticipative stochastic calculus |
arithmetic model | |
enlargement of filtration | |
forward-looking information | |
information premium | |
option pricing | |
precipitation derivative | |
pure jump Lévy process | |
stochastic differential equation | |
wavelet transform | |
weather forecast | |
weather market | |
Note générale: | SCOPUS: ar.j |
Langue: | Anglais |
Identificateurs: | urn:issn:0219-0249 |
info:doi/10.1142/S0219024916500515 | |
info:scp/84994491641 | |
RePEc:ulb:ulbeco:2013/247729 |