Pages that link to "Item:Q4646781"

The following pages link to Dynamical pricing of weather derivatives (Q4646781):

Displaying 26 items.

• 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)
• Application of continuous stochastic processes in energy market models (Q1979681) (← links)
• Temperature modelling and pricing of temperature index insurance (Q2009473) (← links)
• Mean square stability of stochastic theta method for stochastic differential equations driven by fractional Brownian motion (Q2087506) (← links)
• A comparison of maximum likelihood and absolute moments for the estimation of Hurst exponents in a stationary framework (Q2160923) (← links)
• A comparison of regime-switching temperature modeling approaches for applications in weather derivatives (Q2255974) (← links)
• Exploring the financial risk of a temperature index: a fractional integrated approach (Q2288969) (← 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)
• On stochastic integration for volatility modulated Lévy-driven Volterra processes (Q2434503) (← links)
• Optimal pointwise approximation of stochastic differential equations driven by fractional Brownian motion (Q2518618) (← links)
• Periodic measures and Wasserstein distance for analysing periodicity of time series datasets (Q2700235) (← links)
• Least squares estimator for stochastic differential equations driven by small fractional Lévy noises from discrete observations (Q3384682) (← links)
• A non-Gaussian Ornstein–Uhlenbeck model for pricing wind power futures (Q4559324) (← links)
• PRICING TEMPERATURE DERIVATIVES UNDER WEATHER FORECASTS (Q4584698) (← links)
• Perpetual American options with fractional Brownian motion (Q4610216) (← 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)
• HURST EXPONENTS AND DELAMPERTIZED FRACTIONAL BROWNIAN MOTIONS (Q5234012) (← links)
• Mid‐twenty‐first‐century projected trends in North American heating and cooling degree days (Q6139132) (← links)
• A pseudo-likelihood estimator of the Ornstein–Uhlenbeck parameters from suprema observations (Q6493986) (← links)