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"Pricing weather derivatives with partial differential equations of the ..."

Peng Li (2018)

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DOI: 10.1016/J.CAMWA.2017.10.030

access: closed

type: Journal Article

metadata version: 2020-02-17

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Peng Li:
Pricing weather derivatives with partial differential equations of the Ornstein-Uhlenbeck process. Comput. Math. Appl. 75(3): 1044-1059 (2018)

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