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Weather Derivatives Pricing Using Regime Switching Model
Linköping University, Department of Mathematics, Mathematical Statistics .
Linköping University, Department of Mathematics, Computational Mathematics. Linköping University, Faculty of Science & Engineering.ORCID iD: 0000-0002-2681-8965
Linköping University, Department of Mathematics, Mathematical Statistics . Linköping University, Faculty of Science & Engineering.ORCID iD: 0000-0001-9896-4438
Linköping University, Department of Mathematics, Mathematical Statistics . Linköping University, Faculty of Science & Engineering.
2018 (English)In: Monte Carlo Methods and Applications, ISSN 0929-9629, p. 1-22Article in journal (Refereed) Accepted
Place, publisher, year, edition, pages
De Gruyter , 2018. p. 1-22
National Category
Probability Theory and Statistics
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URN: urn:nbn:se:liu:diva-144125OAI: oai:DiVA.org:liu-144125DiVA: diva2:1171514
Available from: 2018-01-08 Created: 2018-01-08 Last updated: 2018-01-19Bibliographically approved

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