Weather forecasts, Weather derivatives, Black-Scholes, Feynmann-Kac and Fokker-Planck

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dc.creatorJewson, Stephen
dc.date2003-12-20
dc.date.accessioned2026-07-07T05:50:46Z
dc.date.available2026-07-07T05:50:46Z
dc.descriptionWe investigate the relationships between weather forecasting, weather derivatives, the Black-Scholes equation, Feynmann-Kac theory and the Fokker-Planck equation. There is one useful result, but on the whole the relations we present seem to be more interesting than practically useful.
dc.identifierhttps://arxiv.org/abs/physics/0312125
dc.identifierhttp://arxiv.org/abs/physics/0312125
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/85816
dc.subjectAtmospheric and Oceanic Physics
dc.titleWeather forecasts, Weather derivatives, Black-Scholes, Feynmann-Kac and Fokker-Planck
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