Single Factor Stochastic Models with Seasonality Applied to Underlying Weather Derivatives Variables

Hipolit Torro, Vicente Meneu and Enric Valor

Journal of Risk Finance, 2003, vol. 4, issue 4, 6-17

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Date: 2003
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Working Paper: SINGLE FACTOR STOCHASTIC MODELS WITH SEASONALITY APPLIED TO UNDERLYING WEATHER DERIVATIVES VARIABLES (2001)
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Persistent link: https://EconPapers.repec.org/RePEc:eme:jrfpps:eb022969

DOI: 10.1108/eb022969

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