Skip to main content

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

Zapranis, Achilleas, 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. (KAR id:29623)

PDF Author's Accepted Manuscript
Language: English
Download (509kB) Preview
[thumbnail of 2007-HERCMA.pdf]
Preview
This file may not be suitable for users of assistive technology.
Request an accessible format
Item Type: Conference or workshop item (Paper)
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 20:03 UTC
Last Modified: 16 Feb 2021 12:40 UTC
Resource URI: https://kar.kent.ac.uk/id/eprint/29623 (The current URI for this page, for reference purposes)
  • Depositors only (login required):

Downloads

Downloads per month over past year