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Helene Hamisultane

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This is information that was supplied by Helene Hamisultane in registering through RePEc. If you are Helene Hamisultane , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Helene
Middle Name:
Last Name: Hamisultane
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RePEc Short-ID: pha318

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Affiliation

EconomiX
Université Paris Ouest-Nanterre la Défense (Paris X)
Location: Nanterre, France
Homepage: http://economix.fr/
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Postal: 200 Avenue de la République, Bât. G - 92001 Nanterre Cedex
Handle: RePEc:edi:modemfr (more details at EDIRC)

Works

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Working papers

  1. Hélène Hamisultane, 2008. "Which Method for Pricing Weather Derivatives ?," Working Papers halshs-00355856, HAL.
  2. Hélène Hamisultane, 2008. "Sunshine-Factor Model with Treshold GARCH for Predicting Temperature of Weather Contracts," Working Papers halshs-00355857, HAL.
  3. Hélène Hamisultane, 2007. "Extracting Information from the Market to Price the Weather Derivatives," Working Papers halshs-00079192, HAL.
  4. Hélène Hamisultane, 2007. "Utility-based Pricing of the Weather Derivatives," Working Papers halshs-00088701, HAL.
  5. Hélène Hamisultane, 2006. "Pricing the Weather Derivatives in the Presence of Long Memory in Temperatures," Working Papers halshs-00079197, HAL.

Articles

  1. Helene Hamisultane, 2010. "Utility-based pricing of weather derivatives," The European Journal of Finance, Taylor & Francis Journals, Taylor & Francis Journals, vol. 16(6), pages 503-525.

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