Optimal Hedging of Prediction Errors Using Prediction Errors
No abstract is available for this item.
Volume (Year): 15 (2008)
Issue (Month): 1 (March)
|Contact details of provider:|| Web page: http://springerlink.metapress.com/link.asp?id=102851|
References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- M. Davis, 2001. "Pricing weather derivatives by marginal value," Quantitative Finance, Taylor & Francis Journals, vol. 1(3), pages 305-308.
- Eckhard Platen & Jason West, 2004.
"A Fair Pricing Approach to Weather Derivatives,"
Asia-Pacific Financial Markets,
Springer, vol. 11(1), pages 23-53, March.
- John Maindonald, . "Generalized Additive Models: An Introduction with R," Journal of Statistical Software, American Statistical Association, vol. 16(b03).
- Takeaki Kariya, 2003. "Weather Risk Swap Valuation," KIER Working Papers 568, Kyoto University, Institute of Economic Research.
When requesting a correction, please mention this item's handle: RePEc:kap:apfinm:v:15:y:2008:i:1:p:67-95. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Sonal Shukla)or (Christopher F. Baum)
If references are entirely missing, you can add them using this form.