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

2004 ◽  
Author(s):  
Stephen Jewson
Keyword(s):  
Closed Form ◽  
Kernel Density ◽  
Weather Derivatives

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

2013 ◽  
Vol 04 (09) ◽  
pp. 1347-1360 ◽  
Author(s):  
A. E. Clements ◽  
A. S. Hurn ◽  
K. A. Lindsay
Keyword(s):  
Closed Form ◽  
Weather Derivatives ◽  
Closed Form Approximation
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