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

Liknande verk

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