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

مواد مشابهة

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