Pages that link to "Item:Q4646781"
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The following pages link to Dynamical pricing of weather derivatives (Q4646781):
Displaying 34 items.
- Weather derivatives and stochastic modelling of temperature (Q638030) (← links)
- Stability and complexity analysis of temperature index model considering stochastic perturbation (Q1629181) (← links)
- Pricing weather derivatives with partial differential equations of the Ornstein-Uhlenbeck process (Q1732382) (← 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)
- A semi-Lagrangian method for the weather options of mean-reverting Brownian motion with jump-diffusion (Q2006652) (← 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)
- A fair pricing approach to weather derivatives (Q2575439) (← 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)
- Stochastic Models for Pricing Weather Derivatives using Constant Risk Premium (Q4623233) (← 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)
- Mean-square stability analysis of stochastic delay evolution equations driven by fractional Brownian motion with Hurst index \(H\in(0,1) \) (Q6546790) (← links)
- Pricing and hedging of temperature derivatives in a model with memory (Q6587514) (← links)
- Risk Valuation of Quanto Derivatives on Temperature and Electricity (Q6671992) (← links)
