Pages that link to "Item:Q3004476"
From MaRDI portal
The following pages link to On Modelling and Pricing Rainfall Derivatives with Seasonality (Q3004476):
Displaying 7 items.
- A note on the pricing of multivariate contingent claims under a transformed-gamma distribution (Q315039) (← links)
- A Lévy-driven rainfall model with applications to futures pricing (Q1621995) (← links)
- A Poisson-gamma model for zero inflated rainfall data (Q1658191) (← links)
- A censored Ornstein-Uhlenbeck process for rainfall modeling and derivatives pricing (Q2068453) (← links)
- Approaching rainfall-based weather derivatives pricing and operational challenges (Q2211007) (← links)
- Modeling and pricing precipitation derivatives under weather forecasts (Q2836217) (← links)
- Numerical solutions of an option pricing rainfall weather derivatives model (Q6144173) (← links)