Open AccessStochastic Models for Pricing Weather Derivatives using Constant Risk Premium
Author(s) -
Jeffrey Pai,
Налини Равишанкер
Publication year - 2018
Publication title -
journal of the iranian statistical society
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.293
H-Index - 6
eISSN - 2538-189X
pISSN - 1726-4057
DOI - 10.29252/jirss.17.2.4
Subject(s) - futures contract , econometrics , autoregressive fractionally integrated moving average , volatility (finance) , autoregressive model , risk premium , mathematics , economics , computer science , financial economics , long memory
Accelerating Research
Robert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom
Address
John Eccles HouseRobert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom