Journal of Mathematical Finance

Journal of Mathematical Finance

ISSN Print: 2162-2434
ISSN Online: 2162-2442
www.scirp.org/journal/jmf
E-mail: jmf@scirp.org
"Weather Derivatives with Applications to Canadian Data"
written by Anatoliy Swishchuk, Kaijie Cui,
published by Journal of Mathematical Finance, Vol.3 No.1, 2013
has been cited by the following article(s):
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[1] Pricing of Commodity and Energy Derivatives for Polynomial Processes
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[2] Climate risks and weather derivatives: A copula-based pricing model
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[3] Pricing of Commodity and Energy Derivatives for Polynomial Processes. Mathematics 2021, 9, 124
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[4] Modeling temperature and pricing weather derivatives based on subordinate Ornstein-Uhlenbeck processes
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[5] Pricing Temperature Derivatives under a Time-Changed Levy Model
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[6] Pricing of weather derivatives based on temperature by obtaining market risk factor from historical data
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[7] A regime switching model for temperature modeling and applications to weather derivatives pricing
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[8] 151 Trading Strategies
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[9] Weather derivatives pricing using regime switching model
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[10] Miscellaneous Assets
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[11] Weather Derivatives Pricing Using Regim Switching Models
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[12] Modelling Weather Dynamics for Weather Derivatives Pricing
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[13] Regime Switching models on Temperature Dynamics
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[14] A REGIME SWITCHING MODEL FOR THE TEMPERATURE AND PRICING WEATHER DERIVATIVES
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[15] 时变 OU 模型在气温预测及气温期货定价中的适应性研究——基于北京市 1951-2012 年的日平均气温数据
2015
[16] Applications of weather derivatives in the energy market
Journal of Energy Markets, 2015
[17] Modeling and Forecasting Average Temperature for Weather Derivative Pricing
Advances in Meteorology, 2015
[18] 时变 OU 模型在气温预测及气温期货定价中的适应性研究
2015
[19] Modelling Temperature and Pricing Weather Derivatives
S Huang - mediatum.ub.tum.de, 2014
[20] Weather Derivatives: Modelling, Pricing and Applications
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[21] Applications of Weather Derivatives in Energy Market
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