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

Gelijkaardige items

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