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

Zapranis, Achilleas, 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. (KAR id:29624)

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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 20:05 UTC
Last Modified:	05 Nov 2024 10:11 UTC
Resource URI:	https://kar.kent.ac.uk/id/eprint/29624 (The current URI for this page, for reference purposes)

University of Kent Author Information

Alexandridis, Antonis.

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