Closed-Form Expressions for the Pricing of Weather Derivatives: Part 2 - The Greeks

SSRN Electronic Journal ◽

10.2139/ssrn.436263 ◽

2003 ◽

Cited By ~ 3

Author(s):

Stephen Jewson

Keyword(s):

Closed Form ◽

Weather Derivatives

Download Full-text

Closed-Form Expressions for the Pricing of Weather Derivatives: The Expected Payoff for t-Distributed Indices

SSRN Electronic Journal ◽

10.2139/ssrn.1212528 ◽

2008 ◽

Author(s):

Stephen Jewson

Keyword(s):

Closed Form ◽

Weather Derivatives ◽

Expected Payoff

Download Full-text

Closed Form Expressions for the Uncertainty from Linear Detrending, and the Pricing of Weather Derivatives

SSRN Electronic Journal ◽

10.2139/ssrn.561841 ◽

2004 ◽

Author(s):

Stephen Jewson ◽

Jeremy Penzer

Keyword(s):

Closed Form ◽

Weather Derivatives

Download Full-text

A Closed-Form Approximation for Pricing Temperature-Based Weather Derivatives

Applied Mathematics ◽

10.4236/am.2013.49182 ◽

2013 ◽

Vol 04 (09) ◽

pp. 1347-1360 ◽

Cited By ~ 2

Author(s):

A. E. Clements ◽

A. S. Hurn ◽

K. A. Lindsay

Keyword(s):

Closed Form ◽

Weather Derivatives ◽

Closed Form Approximation

Download Full-text

Closed-form Expressions for the Pricing of Weather Derivatives: Part 1 - The Expected Payoff

SSRN Electronic Journal ◽

10.2139/ssrn.436262 ◽

2003 ◽

Cited By ~ 8

Author(s):

Stephen Jewson

Keyword(s):

Closed Form ◽

Weather Derivatives ◽

Expected Payoff

Download Full-text

Closed-form Expressions for the Pricing of Weather Derivatives Part 4 - The Kernel Density

SSRN Electronic Journal ◽

10.2139/ssrn.486422 ◽

2004 ◽

Cited By ~ 2

Author(s):

Stephen Jewson

Keyword(s):

Closed Form ◽

Kernel Density ◽

Weather Derivatives

Download Full-text

Closed-Form Expressions for the Pricing of Weather Derivatives: The Payoff Variance for Gamma Distributed Indices

SSRN Electronic Journal ◽

10.2139/ssrn.576662 ◽

2004 ◽

Cited By ~ 1

Author(s):

Stephen Jewson

Keyword(s):

Closed Form ◽

Weather Derivatives

Download Full-text

Closed-Form Expressions for the Pricing of Weather Derivatives: The Expected Payoff for Gamma Distributed Indices

SSRN Electronic Journal ◽

10.2139/ssrn.576661 ◽

2004 ◽

Cited By ~ 2

Author(s):

Stephen Jewson

Keyword(s):

Closed Form ◽

Weather Derivatives ◽

Expected Payoff

Download Full-text

Closed-Form Expressions for the Pricing of Weather Derivatives: Part 3 - The Payoff Variance

SSRN Electronic Journal ◽

10.2139/ssrn.481902 ◽

2003 ◽

Cited By ~ 3

Author(s):

Stephen Jewson

Keyword(s):

Closed Form ◽

Weather Derivatives

Download Full-text

Closed-form solutions of ECV and ECA tracking filters based on a transfer-function approach

IEE Proceedings D Control Theory and Applications ◽

10.1049/ip-d.1987.0059 ◽

1987 ◽

Vol 134 (6) ◽

pp. 368

Author(s):

Keigo Watanabe

Keyword(s):

Transfer Function ◽

Closed Form ◽

Function Approach ◽

Closed Form Solutions

Download Full-text

Closed form expressions for the computer-aided design of suspended microstrip circuits for millimeter wave applications

IEE Proceedings H Microwaves Antennas and Propagation ◽

10.1049/ip-h-2.1987.0074 ◽

1987 ◽

Vol 134 (4) ◽

pp. 386 ◽

Cited By ~ 2

Author(s):

S.S. Bedair

Keyword(s):

Closed Form ◽

Millimeter Wave ◽

Computer Aided Design ◽

Computer Aided ◽

Aided Design

Download Full-text