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 currently available from this repository. You may be able to access a copy if URLs are provided)

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: https://kar.kent.ac.uk/id/eprint/29624 (The current URI for this page, for reference purposes)
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