Pages that link to "Item:Q1732382"
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The following pages link to Pricing weather derivatives with partial differential equations of the Ornstein-Uhlenbeck process (Q1732382):
Displaying 8 items.
- A fitted finite-volume method combined with the Lagrangian derivative for the weather option pricing model (Q901410) (← links)
- Data driven confidence intervals for diffusion process using double smoothing empirical likelihood (Q1757374) (← links)
- Lie symmetry analysis on pricing weather derivatives by partial differential equations (Q1980758) (← links)
- A semi-Lagrangian method for the weather options of mean-reverting Brownian motion with jump-diffusion (Q2006652) (← links)
- Pricing weather derivatives with the market price of risk extracted from the utility indifference valuation (Q2192513) (← links)
- Cyber loss distribution fitting: a general framework towards cyber bonds and their pricing models (Q2690436) (← links)
- Stochastic Models for Pricing Weather Derivatives using Constant Risk Premium (Q4623233) (← links)
- Numerical solutions of an option pricing rainfall weather derivatives model (Q6144173) (← links)
