Utility indifference pricing and hedging - Temperature modeling and its significance in the construction of weather derivatives

Similar Items

• Indifference Price and Optimal Hedging Performance for Variance Swaps
  by: Chassenieux, T
  Published: (2009)
• Utility indifference pricing with market incompleteness
  by: Monoyios, M
  Published: (2008)
• Utility indifference
  by: Armstrong, S
  Published: (2010)
• Pseudo linear pricing rule for utility indifference valuation
  by: Henderson, V, et al.
  Published: (2014)
• On the pricing and hedging of volatility derivatives
  by: Howison, S, et al.
  Published: (2003)