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

Eitemau Tebyg

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