AbstractsBusiness Management & Administration
Stochastic Partial Differential Equations and Hedging Spatial Temperature Risk
| Institution: | University of Oslo |
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| Department: | |
| Year: | 1000 |
| Keywords: | VDP::412 |
| Record ID: | 1285227 |
| Full text PDF: | https://www.duo.uio.no/handle/10852/10781 https://www.duo.uio.no/bitstream/10852/10781/1/OscarssonPaalFredrik.pdf |
Abstract
Model temperatures by using the stochastic heat equation driven by white noise. Studying the covariance function for the solution of this. Further the asymptotic covariance function studied. In the application part use the stochastic heat equation to simulate temperatures and solve a hedging problem.
