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

Zapranis, Achilleas and Alexandridis, Antonis (2007) Modeling Temperature Time-Dependent Mean Reversion with Neural Networks in the Context of Weather Derivatives Pricing. In: HERCMA, September 2007, Athens, Greece. (The full text of this publication is not available from this repository)

The full text of this publication is not available from this repository. (Contact us about this Publication)
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: 09 Apr 2014 12:54
Resource URI: http://kar.kent.ac.uk/id/eprint/29623 (The current URI for this page, for reference purposes)
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