scholarly journals Sensitivity analysis of solar direct and diffuse irradiance in aerosol parameter estimation and solar direct and diffuse irradiance measuring instrument without sun tracking mechanics

2011 ◽  
Vol 50 (5) ◽  
pp. 276-283
Author(s):  
Kohei ARAI ◽  
Yu ODEISHI
Keyword(s):  
Sensitivity Analysis ◽  
Parameter Estimation ◽  
Measuring Instrument ◽  
Diffuse Irradiance ◽  
Aerosol Parameter

scholarly journals A Stochastic Harmonic Oscillator Temperature Model for the Valuation of Weather Derivatives

Mathematics ◽  
2021 ◽  
Vol 9 (22) ◽  
pp. 2890
Author(s):  
Alessio Giorgini ◽  
Rogemar S. Mamon ◽  
Marianito R. Rodrigo
Keyword(s):  
Sensitivity Analysis ◽  
Parameter Estimation ◽  
Harmonic Oscillator ◽  
Numerical Simulations ◽  
Model Parameters ◽  
Call Option ◽  
Temperature Model ◽  
Option Prices ◽  
Harmonic Oscillator Model ◽  
Temperature Dynamics

Stochastic processes are employed in this paper to capture the evolution of daily mean temperatures, with the goal of pricing temperature-based weather options. A stochastic harmonic oscillator model is proposed for the temperature dynamics and results of numerical simulations and parameter estimation are presented. The temperature model is used to price a one-month call option and a sensitivity analysis is undertaken to examine how call option prices are affected when the model parameters are varied.

Parameter Estimation and Sensitivity Analysis

2016 ◽  
pp. 119-132 ◽  
Author(s):  
Bilash Kanti Bala ◽  
Fatimah Mohamed Arshad ◽  
Kusairi Mohd Noh
Keyword(s):  
Sensitivity Analysis ◽  
Parameter Estimation
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