✦ LIBER ✦

Temperature models for pricing weather derivatives

✍ Scribed by Schiller, Frank; Seidler, Gerold; Wimmer, Maximilian

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Modeling and forecasting cumulative aver

✍ A. Zapranis; A. Alexandridis 📂 Article 📅 2010 🏛 Springer-Verlag 🌐 English ⚖ 591 KB

Pricing Weather Derivatives Using the In

✍ Brockett, Patrick L.; Goldens, Linda L.; Wen, Min-Ming; Yang, Charles C. 📂 Article 📅 2009 🏛 Informa UK (Taylor & Francis) 🌐 English ⚖ 230 KB

Utility-based pricing of weather derivat

✍ Hamisultane, Hélène 📂 Article 📅 2010 🏛 Taylor and Francis Group 🌐 English ⚖ 458 KB

Density forecasting for weather derivati

✍ James W. Taylor; Roberto Buizza 📂 Article 📅 2006 🏛 Elsevier Science 🌐 English ⚖ 183 KB

A multi-period equilibrium pricing model

✍ Yongheon Lee; Shmuel S. Oren 📂 Article 📅 2010 🏛 Springer-Verlag 🌐 English ⚖ 816 KB

Statistical analysis of model risk conce

✍ Aleš Ahčan 📂 Article 📅 2012 🏛 Elsevier Science 🌐 English ⚖ 459 KB