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

Slični predmeti

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