Pages that link to "Item:Q638030"
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The following pages link to Weather derivatives and stochastic modelling of temperature (Q638030):
Displaying 23 items.
- Temperature stochastic modeling and weather derivatives pricing: empirical study with Morrocan data (Q634990) (← links)
- Putting a price tag on temperature (Q1616809) (← links)
- A Lévy-driven rainfall model with applications to futures pricing (Q1621995) (← 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)
- Temperature modelling and pricing of temperature index insurance (Q2009473) (← 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)
- Stochastic modeling of stratospheric temperature (Q2676481) (← links)
- Modeling and pricing precipitation derivatives under weather forecasts (Q2836217) (← links)
- Temperature models for pricing weather derivatives (Q2873022) (← links)
- Consistent factor models for temperature markets (Q2909512) (← links)
- Estimating interannual variability arising from weather events (Q3147848) (← links)
- Stochastic perturbation in meteorology (Q4508804) (← links)
- A non-Gaussian Ornstein–Uhlenbeck model for pricing wind power futures (Q4559324) (← links)
- An Extension of Spatial Dependence Models for Estimating Short-Term Temperature Portfolio Risk (Q4689975) (← links)
- LÉVY PROCESS BASED ORNSTEIN-UHLENBECK TEMPERATURE MODEL WITH TIME VARYING SPEED OF MEAN REVERSION (Q5229445) (← links)
- Adaptive estimation of intensity in a doubly stochastic Poisson process (Q6140338) (← links)
- Pricing Quanto Options in Renewable Energy Markets (Q6203965) (← links)
- Pricing and hedging of temperature derivatives in a model with memory (Q6587514) (← links)
