Extracting pricing densities for weather derivatives using the maximum entropy method
Author:
Affiliation:
1. University of Macedonia, Thessaloniki, Greece
2. Instituto de Estudios Superiores de Administración, Caracas, Venezuela
3. Universidad de los Andes School of Management, Bogota, Colombia
4. Idalion Capital Group, Charlotte, NC, USA
Publisher
Informa UK Limited
Subject
Marketing,Management Science and Operations Research,Strategy and Management,Management Information Systems
Link
https://www.tandfonline.com/doi/pdf/10.1080/01605682.2020.1796532
Reference54 articles.
1. Maximum Entropy Utility
2. Temperature Shocks and Establishment Sales
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4. Weather Derivatives
5. Two-Point Step Size Gradient Methods
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