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Modeling and Forecasting CAT and HDD Indices For Weather Derivative Pricing

Zapranis, Achilleas, Alexandridis, Antonis (2009) Modeling and Forecasting CAT and HDD Indices For Weather Derivative Pricing. In: 11th Engineering Applications of Neural Networks, 27-29 August, 2009, London, UK. (KAR id:29617)

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Item Type: Conference or workshop item (Paper)
Uncontrolled keywords: weather derivatives, temperature derivatives, modeling, pricing, forecasting
Subjects: H Social Sciences > HG Finance
Divisions: Divisions > Division of Computing, Engineering and Mathematical Sciences > School of Mathematics, Statistics and Actuarial Science
Divisions > Kent Business School - Division > Kent Business School (do not use)
Depositing User: Antonis Alexandridis
Date Deposited: 09 Jun 2012 19:46 UTC
Last Modified: 16 Feb 2021 12:40 UTC
Resource URI: https://kar.kent.ac.uk/id/eprint/29617 (The current URI for this page, for reference purposes)
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