Dynamical pricing of weather derivatives (Q4646781): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1088/1469-7688/2/3/302
+Normal rank
@@ Property / OpenAlex ID @@
+W2162527597
@@ Property / OpenAlex ID: W2162527597 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4865042
@@ Property / cites work: Q4865042 / rank @@
+Normal rank
@@ Property / cites work @@
+Arbitrage Theory in Continuous Time
@@ Property / cites work: Arbitrage Theory in Continuous Time / rank @@
+Normal rank
@@ Property / cites work @@
+Itô's formula with respect to fractional Brownian motion and its application
+Normal rank
@@ Property / cites work @@
+Pricing weather derivatives by marginal value
@@ Property / cites work: Pricing weather derivatives by marginal value / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic Calculus for Fractional Brownian Motion I. Theory
+Normal rank
@@ Property / cites work @@
+Q4322821
@@ Property / cites work: Q4322821 / rank @@
+Normal rank
@@ Property / cites work @@
+On the prediction of fractional Brownian motion
@@ Property / cites work: On the prediction of fractional Brownian motion / rank @@
+Normal rank
@@ Property / cites work @@
+FRACTIONAL WHITE NOISE CALCULUS AND APPLICATIONS TO FINANCE
+Normal rank
@@ Property / cites work @@
+Stochastic analysis of fractional brownian motions
+Normal rank
@@ Property / cites work @@
+Fractional Brownian Motions, Fractional Noises and Applications
+Normal rank
@@ Property / cites work @@
+Arbitrage with Fractional Brownian Motion
@@ Property / cites work: Arbitrage with Fractional Brownian Motion / rank @@
+Normal rank
@@ Property / cites work @@
+Q4220653
@@ Property / cites work: Q4220653 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:4646781