The following pages link to (Q3608239):
Displaying 18 items.
- Modelling energy spot prices by volatility modulated Lévy-driven Volterra processes (Q358131) (← links)
- State price densities implied from weather derivatives (Q495457) (← links)
- Weather derivatives and stochastic modelling of temperature (Q638030) (← links)
- Stability and complexity analysis of temperature index model considering stochastic perturbation (Q1629181) (← links)
- Simultaneous confidence bands for expectile functions (Q1633261) (← links)
- Pricing weather derivatives with partial differential equations of the Ornstein-Uhlenbeck process (Q1732382) (← links)
- Temperature modelling and pricing of temperature index insurance (Q2009473) (← links)
- Pricing weather derivatives with the market price of risk extracted from the utility indifference valuation (Q2192513) (← links)
- A comparison of regime-switching temperature modeling approaches for applications in weather derivatives (Q2255974) (← links)
- Multivariate stochastic delay differential equations and CAR representations of CARMA processes (Q2274272) (← links)
- A regime switching model for temperature modeling and applications to weather derivatives pricing (Q2299383) (← links)
- On non-negative modeling with CARMA processes (Q2633848) (← links)
- Modeling and Forecasting CAT and HDD Indices for Weather Derivative Pricing (Q3405741) (← links)
- Finite Mixture Approximation of CARMA(p,q) Models (Q5013835) (← links)
- Analysis and modelling of wind speed in New York (Q5123586) (← links)
- Functional data analysis of generalized regression quantiles (Q5962733) (← links)
- Mid‐twenty‐first‐century projected trends in North American heating and cooling degree days (Q6139132) (← links)
- Risk Valuation of Quanto Derivatives on Temperature and Electricity (Q6671992) (← links)
