Pages that link to "Item:Q1746426"
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The following pages link to Weather derivatives pricing using regime switching model (Q1746426):
Displaying 11 items.
- A fitted finite-volume method combined with the Lagrangian derivative for the weather option pricing model (Q901410) (← links)
- Regime-switching temperature dynamics model for weather derivatives (Q1736306) (← links)
- Weather derivatives pricing using regime switching model (Q1746426) (← links)
- A semi-Lagrangian method for the weather options of mean-reverting Brownian motion with jump-diffusion (Q2006652) (← links)
- Rainfall option impact on profits of the hospitality industry through scenario correlation and copulas (Q2241102) (← links)
- A comparison of regime-switching temperature modeling approaches for applications in weather derivatives (Q2255974) (← links)
- A regime switching model for temperature modeling and applications to weather derivatives pricing (Q2299383) (← links)
- Temperature models for pricing weather derivatives (Q2873022) (← links)
- PRICING TEMPERATURE DERIVATIVES UNDER WEATHER FORECASTS (Q4584698) (← links)
- Stochastic Models for Pricing Weather Derivatives using Constant Risk Premium (Q4623233) (← links)
- Dynamical pricing of weather derivatives (Q4646781) (← links)