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On modelling and pricing rainfall derivatives with seasonality
Leobacher, Gunther; Ngare, Philip - In: Applied mathematical finance 18 (2011) 1/2, pp. 71-91
Persistent link: https://www.econbiz.de/10009154421
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Hedging of spatial temperature risk with market-traded futures
Barth, Andrea; Benth, Fred Espen; Potthoff, Jürgen - In: Applied mathematical finance 18 (2011) 1/2, pp. 93-117
Persistent link: https://www.econbiz.de/10009155488
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Modelling the temperature time-dependent speed of mean reversion in the context of weather derivatives pricing
Zapranis, Achilleas; Alexandridis, A. - In: Applied mathematical finance 15 (2008) 3/4, pp. 355-386
Persistent link: https://www.econbiz.de/10003751370
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Stochastic modelling of temperature variations with a view towards weather derivatives
Benth, Fred Espen; Šaltyté-Benth, Jūraté - In: Applied mathematical finance 12 (2005) 1, pp. 53-85
Persistent link: https://www.econbiz.de/10002727063
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On modelling and pricing weather derivatives
Alaton, Peter; Djehiche, Boualem; Stillberger, David - In: Applied mathematical finance 9 (2002) 1, pp. 1-20
Persistent link: https://www.econbiz.de/10001685120
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On arbitrage-free pricing of weather derivatives based on fractional Brownian motion
Benth, Fred Espen - In: Applied mathematical finance 10 (2003) 4, pp. 302-324
Persistent link: https://www.econbiz.de/10001864238
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A non-Gaussian Ornstein-Uhlenbeck model for pricing wind power futures
Benth, Fred Espen; Pircalabu, Anca - In: Applied mathematical finance 25 (2018) 1/2, pp. 36-65
Persistent link: https://www.econbiz.de/10011959115
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The implied market price of weather risk
Härdle, Wolfgang; López Cabrera, Brenda - In: Applied mathematical finance 19 (2012) 1/2, pp. 59-95
Persistent link: https://www.econbiz.de/10009561240
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A control variate method for Monte Carlo simulations of Heath-Jarrow-Morton models with jumps
Chiarella, Carl; Nikitopoulos, Christina Sklibosios; … - In: Applied mathematical finance 14 (2007) 5, pp. 365-399
Persistent link: https://www.econbiz.de/10003637449
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Multiscale intensity models and name grouping for valuation of multi-name credit derivatives
Papageorgiou, Evan; Sircar, Kaushik Ronnie - In: Applied mathematical finance 16 (2009) 3/4, pp. 353-383
Persistent link: https://www.econbiz.de/10003916203