Lie Analysis for Partial Differential Equations in Finance
Weather derivatives are financial tools used to manage the risks related to changes in the weather and are priced considering weather variables such as rainfall, temperature, humidity and wind as the underlying asset. Some recent researches suggest to model the amount of rainfall by considering the...
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| Format: | Dissertation |
| Language: | English |
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Faculty of Science
2020
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| Online Access: | https://hdl.handle.net/11427/31817 |