A bootstrap approach to the pricing of weather derivatives
Data and Resources
Additional Info
| Field | Value |
|---|---|
| Source | 35 eme colloque ASTIN |
| Author | Roustant, Olivier, Laurent, J.-P., Bay, Xavier, Carraro, L. |
| Maintainer | CCSD |
| Last Updated | May 17, 2026, 21:46 (UTC) |
| Created | May 17, 2026, 21:46 (UTC) |
| Identifier | hal-00699544 |
| Language | en |
| contributor | Département Méthodes et Modèles Mathématiques pour l'Industrie (3MI-ENSMSE) ; École des Mines de Saint-Étienne (Mines Saint-Étienne MSE) ; Institut Mines-Télécom [Paris] (IMT)-Institut Mines-Télécom [Paris] (IMT)-Centre G2I |
| coverage | Bergen, Norway |
| creator | Roustant, Olivier |
| date | 2003-06-06T00:00:00 |
| harvest_object_id | bb858cba-938a-429f-b598-eddbf0ac057b |
| harvest_source_id | 3374d638-d20b-4672-ba96-a23232d55657 |
| harvest_source_title | test moissonnage SELUNE |
| metadata_modified | 2026-01-19T00:00:00 |
| set_spec | type:COMM |