Pages that link to "Item:Q5433101"
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The following pages link to The volatility of temperature and pricing of weather derivatives (Q5433101):
Displayed 33 items.
- Interpolation of nonstationary high frequency spatial-temporal temperature data (Q386756) (← 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)
- Stability and complexity analysis of temperature index model considering stochastic perturbation (Q1629181) (← 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)
- Modeling drought option contracts (Q1954356) (← links)
- Random quasi-periodic paths and quasi-periodic measures of stochastic differential equations (Q2020113) (← links)
- Ergodic numerical approximation to periodic measures of stochastic differential equations (Q2043202) (← links)
- Expected exit time for time-periodic stochastic differential equations and applications to stochastic resonance (Q2115707) (← 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)
- Pricing electricity derivatives within a Markov regime-switching model: a risk premium approach (Q2441572) (← links)
- Periodic measures and Wasserstein distance for analysing periodicity of time series datasets (Q2700235) (← links)
- An Explicit Distribution to Model the Proportion of Heating Degree Day and Cooling Degree Day (Q2821028) (← 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)
- A joint model for temperature and natural gas with an application to the US market (Q4555118) (← links)
- PRICING TEMPERATURE DERIVATIVES UNDER WEATHER FORECASTS (Q4584698) (← links)
- Multivariate continuous-time modeling of wind indexes and hedging of wind risk (Q5014183) (← links)
- Randomized Global Sensitivity Analysis and Model Robustness (Q5117942) (← links)
- A Spatial-temporal Model for Temperature with Seasonal Variance (Q5123307) (← links)
- Analysis and modelling of wind speed in New York (Q5123586) (← links)
- Spatial–temporal model for wind speed in Lithuania (Q5124835) (← 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)
- Mid‐twenty‐first‐century projected trends in North American heating and cooling degree days (Q6139132) (← links)