Pages that link to "Item:Q2192513"
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The following pages link to Pricing weather derivatives with the market price of risk extracted from the utility indifference valuation (Q2192513):
Displaying 9 items.
- A fitted finite-volume method combined with the Lagrangian derivative for the weather option pricing model (Q901410) (← links)
- Pricing weather derivatives with partial differential equations of the Ornstein-Uhlenbeck process (Q1732382) (← links)
- A semi-Lagrangian method for the weather options of mean-reverting Brownian motion with jump-diffusion (Q2006652) (← links)
- Approaching rainfall-based weather derivatives pricing and operational challenges (Q2211007) (← links)
- A fair pricing approach to weather derivatives (Q2575439) (← links)
- PRICING AND HEDGING OF DERIVATIVES BASED ON NONTRADABLE UNDERLYINGS (Q3553257) (← links)
- Stochastic Models for Pricing Weather Derivatives using Constant Risk Premium (Q4623233) (← links)
- Utility indifference pricing of derivatives written on industrial loss indices (Q5964595) (← links)
- Numerical solutions of an option pricing rainfall weather derivatives model (Q6144173) (← links)