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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: 16 Feb 2021 12:40 UTC
Resource URI: https://kar.kent.ac.uk/id/eprint/29624 (The current URI for this page, for reference purposes)
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