Pages that link to "Item:Q4541607"

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

Displaying 17 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)
• INDIFFERENCE PRICES AND IMPLIED VOLATILITIES (Q4635045) (← 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)
• 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)