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"A comparison of regime-switching temperature modeling approaches for ..."

R. S. Elias, M. I. M. Wahab, L. Fang (2014)

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DOI: 10.1016/J.EJOR.2013.07.015

access: closed

type: Journal Article

metadata version: 2020-02-21

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R. S. Elias, M. I. M. Wahab, L. Fang:
A comparison of regime-switching temperature modeling approaches for applications in weather derivatives. Eur. J. Oper. Res. 232(3): 549-560 (2014)

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