Pages that link to "Item:Q901410"
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The following pages link to A fitted finite-volume method combined with the Lagrangian derivative for the weather option pricing model (Q901410):
Displaying 4 items.
- Pricing weather derivatives with partial differential equations of the Ornstein-Uhlenbeck process (Q1732382) (← links)
- A fitted finite volume method for real option valuation of risks in climate change (Q2006268) (← links)
- A semi-Lagrangian method for the weather options of mean-reverting Brownian motion with jump-diffusion (Q2006652) (← links)
- Pricing renewable energy certificates with a Crank-Nicolson Lagrange-Galerkin numerical method (Q2104068) (← links)