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

Ижил төстэй зүйлс

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