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

Παρόμοια τεκμήρια

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