dorsal/arxiv
View SchemaWeather forecasts, Weather derivatives, Black-Scholes, Feynmann-Kac and Fokker-Planck
| Authors | Stephen Jewson |
|---|---|
| Categories | |
| ArXiv ID | physics/0312125 |
| URL | https://arxiv.org/abs/physics/0312125 |
Abstract
We 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.
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"abstract": "We investigate the relationships between weather forecasting, weather\nderivatives, the Black-Scholes equation, Feynmann-Kac theory and the\nFokker-Planck equation. There is one useful result, but on the whole the\nrelations we present seem to be more interesting than practically useful.",
"arxiv_id": "physics/0312125",
"authors": [
"Stephen Jewson"
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"physics.ao-ph"
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"title": "Weather forecasts, Weather derivatives, Black-Scholes, Feynmann-Kac and Fokker-Planck",
"url": "https://arxiv.org/abs/physics/0312125"
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