| dc.date.accessioned | 2013-03-12T08:23:09Z | |
| dc.date.issued | 2010 | en_US |
| dc.date.submitted | 2010-05-31 | en_US |
| dc.identifier.citation | Oscarsson, Pål Fredrik. Stochastic Partial Differential Equations and Hedging Spatial Temperature Risk. Masteroppgave, University of Oslo, 2010 | en_US |
| dc.identifier.uri | http://hdl.handle.net/10852/10781 | |
| dc.description.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. | eng |
| dc.language.iso | eng | en_US |
| dc.title | Stochastic Partial Differential Equations and Hedging Spatial Temperature Risk | en_US |
| dc.type | Master thesis | en_US |
| dc.date.updated | 2012-03-11 | en_US |
| dc.creator.author | Oscarsson, Pål Fredrik | en_US |
| dc.date.embargoenddate | 10000-01-01 | |
| dc.rights.terms | Dette dokumentet er ikke elektronisk tilgjengelig etter ønske fra forfatter. Tilgangskode/Access code A | en_US |
| dc.rights.terms | forever | en_US |
| dc.subject.nsi | VDP::412 | en_US |
| dc.identifier.bibliographiccitation | info:ofi/fmt:kev:mtx:ctx&ctx_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:dissertation&rft.au=Oscarsson, Pål Fredrik&rft.title=Stochastic Partial Differential Equations and Hedging Spatial Temperature Risk&rft.inst=University of Oslo&rft.date=2010&rft.degree=Masteroppgave | en_US |
| dc.identifier.urn | URN:NBN:no-25645 | en_US |
| dc.type.document | Masteroppgave | en_US |
| dc.identifier.duo | 103136 | en_US |
| dc.contributor.supervisor | Fred Espen Benth | en_US |
| dc.identifier.bibsys | 101245432 | en_US |
| dc.rights.accessrights | closedaccess | en_US |
| dc.identifier.fulltext | Fulltext https://www.duo.uio.no/bitstream/handle/10852/10781/1/OscarssonPaalFredrik.pdf | |