Seasonality in the statistics of surface air temperature and the pricing of weather derivatives-Reference-Cited by-同舟云学术

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Seasonality in the statistics of surface air temperature and the pricing of weather derivatives

Published:2003-12 Issue:4 Volume:10 Page:367-376
ISSN:1350-4827
Container-title:Meteorological Applications
language:en
Short-container-title:Met. Apps

Author:

Jewson Stephen,Caballero Rodrigo

Publisher

Wiley

Subject

Atmospheric Science

Link

http://onlinelibrary.wiley.com/wol1/doi/10.1017/S1350482703001105/fullpdf

Reference17 articles.

1. On modelling and pricing weather derivatives;Alaton;Appl. Math. Fin.,2002

2. An analysis of transformations;Box;J. Roy. Stat. Soc. B,1964

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