Stochastic model genetic programming: Deriving pricing equations for rainfall weather derivatives

Author:

Cramer Sam,Kampouridis MichaelORCID,Freitas Alex A.,Alexandridis AntonisORCID

Publisher

Elsevier BV

Subject

General Mathematics,General Computer Science

Reference46 articles.

1. Weather Derivatives: Modeling and Pricing Weather-Related Risk;Alexandridis,2013

2. Pricing precipitation based derivatives;Carmona;Int. J. Theor. Appl. Financ.,2005

3. Pricing rainfall futures at the CME;Cabrera;J. Bank. Finance,2013

4. On modelling and pricing weather derivatives;Alaton;Appl. Math. Finance,2002

5. Stochastic modelling of temperature variations with a view towards weather derivatives;Benth;Appl. Math. Finance,2005

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