Pages that link to "Item:Q2836217"
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The following pages link to Modeling and pricing precipitation derivatives under weather forecasts (Q2836217):
Displaying 13 items.
- A Lévy-driven rainfall model with applications to futures pricing (Q1621995) (← links)
- Pricing electricity forwards under future information on the stochastic mean-reversion level (Q2026537) (← links)
- A new approach to wind power futures pricing (Q2064645) (← links)
- A fair pricing approach to weather derivatives (Q2575439) (← links)
- PRICING TEMPERATURE DERIVATIVES UNDER WEATHER FORECASTS (Q4584698) (← links)
- Stochastic Models for Pricing Weather Derivatives using Constant Risk Premium (Q4623233) (← links)
- Dynamical pricing of weather derivatives (Q4646781) (← links)
- An anticipative stochastic minimum principle under enlarged filtrations (Q4986424) (← links)
- THE VIX AND FUTURE INFORMATION (Q5061494) (← links)
- Enlarged filtrations and indistinguishable processes (Q5206085) (← links)
- AN ARITHMETIC PURE-JUMP MULTI-CURVE INTEREST RATE MODEL (Q5210913) (← links)
- The stochastic Leibniz formula for Volterra integrals under enlarged filtrations (Q6092933) (← links)
- VIX MODELING FOR A MARKET INSIDER (Q6182054) (← links)