Pages that link to "Item:Q4541607"

The following pages link to On modelling and pricing weather derivatives (Q4541607):

Displaying 47 items.

• Evolutionary dynamics of collective index insurance (Q259241) (← links)
• Asymptotic expansion for pricing options for a mean-reverting asset with multiscale stochastic volatility (Q433133) (← links)
• Time-varying Markov models for binary temperature series in agrorisk management (Q484611) (← links)
• Weather derivatives and stochastic modelling of temperature (Q638030) (← links)
• Option pricing with mean reversion and stochastic volatility (Q1011280) (← links)
• Putting a price tag on temperature (Q1616809) (← links)
• Stability and complexity analysis of temperature index model considering stochastic perturbation (Q1629181) (← links)
• Pricing weather derivatives with partial differential equations of the Ornstein-Uhlenbeck process (Q1732382) (← links)
• Regime-switching temperature dynamics model for weather derivatives (Q1736306) (← links)
• Weather derivatives pricing using regime switching model (Q1746426) (← links)
• Robust portfolio selection problem under temperature uncertainty (Q1752220) (← links)
• Hedging of crop harvest with derivatives on temperature (Q1757616) (← links)
• Modeling drought option contracts (Q1954356) (← links)
• Application of continuous stochastic processes in energy market models (Q1979681) (← links)
• A fitted finite volume method for real option valuation of risks in climate change (Q2006268) (← links)
• A semi-Lagrangian method for the weather options of mean-reverting Brownian motion with jump-diffusion (Q2006652) (← links)
• Temperature modelling and pricing of temperature index insurance (Q2009473) (← links)
• Mitigating geographical basis risk of weather derivatives using spatial-temporal regime-switching temperature model (Q2127833) (← links)
• Numerical simulation for European and American option of risks in climate change of Three Gorges Reservoir Area (Q2146438) (← links)
• Pricing weather derivatives with the market price of risk extracted from the utility indifference valuation (Q2192513) (← links)
• Approaching rainfall-based weather derivatives pricing and operational challenges (Q2211007) (← links)
• Rainfall option impact on profits of the hospitality industry through scenario correlation and copulas (Q2241102) (← links)
• A comparison of regime-switching temperature modeling approaches for applications in weather derivatives (Q2255974) (← links)
• A regime switching model for temperature modeling and applications to weather derivatives pricing (Q2299383) (← links)
• Statistical analysis of model risk concerning temperature residuals and its impact on pricing weather derivatives (Q2427817) (← links)
• Periodic measures and Wasserstein distance for analysing periodicity of time series datasets (Q2700235) (← links)
• Temperature models for pricing weather derivatives (Q2873022) (← links)
• CONSISTENT FACTOR MODELS FOR TEMPERATURE MARKETS (Q2909512) (← links)
• Uncertainty and Robustness in Weather Derivative Models (Q2957043) (← links)
• Hedging of Spatial Temperature Risk with Market-Traded Futures (Q3004477) (← links)
• Modeling and Forecasting CAT and HDD Indices for Weather Derivative Pricing (Q3405741) (← links)
• (Q3604340) (← links)
• Valuing catastrophe bonds by Monte Carlo simulations (Q4449554) (← links)
• PRICING TEMPERATURE DERIVATIVES UNDER WEATHER FORECASTS (Q4584698) (← links)
• INDIFFERENCE PRICES AND IMPLIED VOLATILITIES (Q4635045) (← links)
• Incorporating Climate Change Projections into Risk Measures of Index-Based Insurance (Q4987082) (← links)
• Randomized Global Sensitivity Analysis and Model Robustness (Q5117942) (← links)
• A Spatial-temporal Model for Temperature with Seasonal Variance (Q5123307) (← links)
• LÉVY PROCESS BASED ORNSTEIN-UHLENBECK TEMPERATURE MODEL WITH TIME VARYING SPEED OF MEAN REVERSION (Q5229445) (← links)
• Option Pricing of Weather Derivatives for Seoul (Q5406927) (← links)
• The volatility of temperature and pricing of weather derivatives (Q5433101) (← links)
• FIRST PASSAGE TIMES FOR RISK-TRACKING PROXIES (Q5462701) (← links)
• Mid‐twenty‐first‐century projected trends in North American heating and cooling degree days (Q6139132) (← links)
• Numerical solutions of an option pricing rainfall weather derivatives model (Q6144173) (← links)
• A pseudo-likelihood estimator of the Ornstein–Uhlenbeck parameters from suprema observations (Q6493986) (← links)
• Pricing and hedging of temperature derivatives in a model with memory (Q6587514) (← links)
• Risk Valuation of Quanto Derivatives on Temperature and Electricity (Q6671992) (← links)