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:"inversion problem"
Narrow search

Narrow search

Year of publication
Subject
All
Binary constrained flow 1 EGARCH process 1 Jacobi inversion problem 1 Lax representation 1 PIDE 1 Separation of variables 1 incomplete market 1 inversion problem 1 mean-reverting jump diffusion process 1 weather derivatives 1
more ... less ...
Online availability
All
Free 1 Undetermined 1
Type of publication
All
Article 1 Book / Working Paper 1
Language
All
English 1 Undetermined 1
Author
All
Hamisultane, Hélène 1 Ma, Wen-Xiu 1 Zeng, Yunbo 1
Institution
All
HAL 1
Published in...
All
Physica A: Statistical Mechanics and its Applications 1 Working Papers / HAL 1
Source
All
RePEc 2
Showing 1 - 2 of 2
Cover Image
Extracting Information from the Market to Price the Weather Derivatives
Hamisultane, Hélène - HAL - 2007
Weather derivatives were first launched in 1996 in the United-States to allow companies to protect themselves against weather fluctuations. Even now their valuation still remains tricky. Because their underlying is not a traded asset, the weather options cannot be priced by using the Black and...
Persistent link: https://www.econbiz.de/10008793612
Saved in:
Cover Image
The construction of canonical separated variables for binary constrained AKNS flow
Zeng, Yunbo; Ma, Wen-Xiu - In: Physica A: Statistical Mechanics and its Applications 274 (1999) 3, pp. 505-515
equations. Furthermore, the Jacobi inversion problem for the binary constrained flow is presented. …
Persistent link: https://www.econbiz.de/10010872977
Saved in:
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...