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

Míreanna comhchosúla

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