Pages that link to "Item:Q2006652"
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The following pages link to A semi-Lagrangian method for the weather options of mean-reverting Brownian motion with jump-diffusion (Q2006652):
Displaying 4 items.
- Pricing weather derivatives with partial differential equations of the Ornstein-Uhlenbeck process (Q1732382) (← links)
- HJB and Fokker-Planck equations for river environmental management based on stochastic impulse control with discrete and random observation (Q2034924) (← links)
- Pricing weather derivatives with the market price of risk extracted from the utility indifference valuation (Q2192513) (← links)
- Numerical solutions of an option pricing rainfall weather derivatives model (Q6144173) (← links)
