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 |
