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 6 items.
- Asymptotic expansion for pricing options for a mean-reverting asset with multiscale stochastic volatility (Q433133) (← links)
- Weather derivatives and stochastic modelling of temperature (Q638030) (← links)
- Option pricing with mean reversion and stochastic volatility (Q1011280) (← links)
- CONSISTENT FACTOR MODELS FOR TEMPERATURE MARKETS (Q2909512) (← 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)