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

Geahča maid

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