Weather Derivatives Pricing: Modeling the Seasonal Residual Variance of an Ornstein-Uhlenbeck Temperature Process with Neural Network

Zapranis, Achilleas and Alexandridis, Antonis (2007) Weather Derivatives Pricing: Modeling the Seasonal Residual Variance of an Ornstein-Uhlenbeck Temperature Process with Neural Network. In: 10th Engineering Applications of Neural Networks, 29-31 August, 2009 , Thessaloniki, 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 20:05
Last Modified: 09 Apr 2014 12:55
Resource URI: http://kar.kent.ac.uk/id/eprint/29624 (The current URI for this page, for reference purposes)
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