P
Peter Alaton
Publications - 1
Citations - 380
Peter Alaton is an academic researcher. The author has contributed to research in topics: Weather derivative. The author has an hindex of 1, co-authored 1 publications receiving 364 citations.
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On modelling and pricing weather derivatives
TL;DR: In this article, the main objective of the work described is to find a pricing model for weather derivatives with payouts depending on temperature, using historical data to suggest a stochastic process that describes the evolution of the temperature.