Pages that link to "Item:Q2299383"
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The following pages link to A regime switching model for temperature modeling and applications to weather derivatives pricing (Q2299383):
Displaying 9 items.
- Temperature stochastic modeling and weather derivatives pricing: empirical study with Morrocan data (Q634990) (← links)
- Regime-switching temperature dynamics model for weather derivatives (Q1736306) (← links)
- Weather derivatives pricing using regime switching model (Q1746426) (← links)
- Forward price and fitting of electricity Nord Pool market under regime-switching two-factor model (Q2037761) (← links)
- A comparison of regime-switching temperature modeling approaches for applications in weather derivatives (Q2255974) (← links)
- Statistical analysis of model risk concerning temperature residuals and its impact on pricing weather derivatives (Q2427817) (← links)
- Pricing portfolios of contracts on cumulative temperature with risk premium determination (Q3119631) (← links)
- Valuation of option price in commodity markets described by a Markov-switching model: a case study of WTI crude oil market (Q6089610) (← links)
- An efficient algorithm for pricing reinsurance contract under the regime-switching model (Q6108199) (← links)
