EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"FIGARCH process"
Narrow search

Narrow search

Year of publication
Subject
All
ARFIMA process 1 FIGARCH process 1 LMSV process 1 Monte-Carlo simulations 1 PDE 1 fractional Brownian motion 1 incomplete market 1 long memory 1 weather derivatives 1
more ... less ...
Online availability
All
Free 1
Type of publication
All
Book / Working Paper 1
Language
All
English 1
Author
All
Hamisultane, Hélène 1
Institution
All
HAL 1
Published in...
All
Working Papers / HAL 1
Source
All
RePEc 1
Showing 1 - 1 of 1
Cover Image
Pricing the Weather Derivatives in the Presence of Long Memory in Temperatures
Hamisultane, Hélène - HAL - 2006
Weather derivatives are financial contracts for which the underlying is not a traded asset. Therefore, they cannot be priced by the traditional financial theory based on the hedging portfolio and on the arbitrage-free argument. Some authors suggest to use the actuarial pricing approach to value...
Persistent link: https://www.econbiz.de/10008793686
Saved in:
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...