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

Ejemplares similares

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