Optimal Hedging of Prediction Errors Using Prediction Errors
No abstract is available for this item.
Volume (Year): 15 (2008)
Issue (Month): 1 (March)
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References listed on IDEAS
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- Maindonald, John, 2006. "Generalized Additive Models: An Introduction with R," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 16(b03).
- Eckhard Platen & Jason West, 2004.
"A Fair Pricing Approach to Weather Derivatives,"
Asia-Pacific Financial Markets,
Springer;Japanese Association of Financial Economics and Engineering, vol. 11(1), pages 23-53, March.
- Eckhard Platen & Jason West, 2003. "Fair Pricing of Weather Derivatives," Research Paper Series 106, Quantitative Finance Research Centre, University of Technology, Sydney.
- M. Davis, 2001. "Pricing weather derivatives by marginal value," Quantitative Finance, Taylor & Francis Journals, vol. 1(3), pages 305-308, March.
- Takeaki Kariya, 2003. "Weather Risk Swap Valuation," KIER Working Papers 568, Kyoto University, Institute of Economic Research.
- Nikolay Nenovsky & S. Statev, 2006. "Introduction," Post-Print halshs-00260898, HAL. Full references (including those not matched with items on IDEAS)
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