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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.

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Item Type: Conference or workshop item (Paper)
Subjects: H Social Sciences > HG Finance
Divisions: Faculties > Sciences > School of Mathematics Statistics and Actuarial Science
Faculties > Social Sciences > Kent Business School > Accounting and Finance
Depositing User: Antonis Alexandridis
Date Deposited: 09 Jun 2012 20:05 UTC
Last Modified: 29 May 2019 09:02 UTC
Resource URI: https://kar.kent.ac.uk/id/eprint/29624 (The current URI for this page, for reference purposes)
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