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

Lignende værker

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