Modeling Temperature Time-Dependent Mean Reversion with Neural Networks in the Context of Weather Derivatives Pricing

Zapranis, A. and Alexandridis, A. (2007) Modeling Temperature Time-Dependent Mean Reversion with Neural Networks in the Context of Weather Derivatives Pricing. In: HERCMA, September 2007, Athens, Greece.

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Item Type: Conference or workshop item (Paper)
Subjects: H Social Sciences > HG Finance
Divisions: Faculties > Science Technology and Medical Studies > School of Mathematics Statistics and Actuarial Science
Depositing User: Antonis Alexandridis
Date Deposited: 09 Jun 2012 20:03
Last Modified: 13 Sep 2012 13:31
Resource URI: http://kar.kent.ac.uk/id/eprint/29623 (The current URI for this page, for reference purposes)
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