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

समान संसाधन

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