Pricing of Asian temperature risk-Reference-Cited by-同舟云学术

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Pricing of Asian temperature risk

Published:2011 Issue: Volume: Page:163-199
ISSN:
Container-title:Statistical Tools for Finance and Insurance
language:
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Author:

Benth Fred Espen,Härdle Wolfgang Karl,Cabrera Brenda Lopez

Publisher

Springer Berlin Heidelberg

Link

http://link.springer.com/content/pdf/10.1007/978-3-642-18062-0_5.pdf

Reference64 articles.

1. Alaton, P., Djehiche, B. and Stillberger, D. (2002). On modelling and pricing

2. weather derivatives, Appl. Math. Finance 9(1): 1–20.

3. Barrieu, P. and El Karoui, N. (2002). Optimal design of weather derivatives

4. ALGO Research 5(1).

5. Benth, F. (2003). On arbitrage-free pricing of weather derivatives based on

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1. Stochastic Modelling of Energy Spot Prices by LSS Processes;Ambit Stochastics;2018

2. Pricing Green Financial Products;SSRN Electronic Journal;2017

3. Localizing Temperature Risk;Journal of the American Statistical Association;2016-10-01

4. Comparison of Stochastic and Spline Models for Temperature-based Derivatives in China;Pacific Economic Review;2016-05-26

5. The Implied Market Price of Weather Risk;Applied Mathematical Finance;2012-02

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