A Dynamic Programming Approach for Pricing Weather Derivatives under Issuer Default Risk
- Location
-
Deutsche Nationalbibliothek Frankfurt am Main
- Extent
-
Online-Ressource
- Language
-
Englisch
- Bibliographic citation
-
In: International Journal of Financial Studies, Band 5, Ausgabe 4, Seite 23/1-23/18, 2017
- Classification
-
Wirtschaft
- Event
-
Veröffentlichung
- (where)
-
Berlin
- (who)
-
Humboldt-Universität zu Berlin
- (when)
-
2017
- Creator
- DOI
-
10.3390/ijfs5040023
- URN
-
urn:nbn:de:kobv:11-110-18452/21147-5
- Rights
-
Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Last update
-
25.03.2025, 1:53 PM CET
Data provider
This object is provided by:
Deutsche Nationalbibliothek. If you have any questions about the object, please contact the data provider.
Deutsche Nationalbibliothek. If you have any questions about the object, please contact the data provider.
Associated
- Härdle, Wolfgang
- Osipenko, Maria
- Humboldt-Universität zu Berlin
Time of origin
- 2017
Other Objects (12)
Dynamic Valuation of Weather Derivatives under Default Risk
Forecast based Pricing of Weather Derivatives
Spatial Risk Premium on Weather Derivatives and Hedging Weather Exposure in Electricity
State Price Densities implied from weather derivatives
Nichtparametrische robuste Regressionsanalyse
Localising ForwardIntensities forMultiperiod CorporateDefault
Implied Market Price of Weather Risk
Default Risk Calculation based on Predictor Selection for the Southeast Asian Industry
Discrete Time Option Pricing with Flexible Volatility Estimation
Pricing Kernels and Risk Premia implied in Bitcoin Options
An Empirical Application of Interactive Fixed Effect Model on Asset Pricing
Pricing Kernel Modeling
Dynamic Valuation of Weather Derivatives under Default Risk
Forecast based Pricing of Weather Derivatives
Spatial Risk Premium on Weather Derivatives and Hedging Weather Exposure in Electricity
State Price Densities implied from weather derivatives
Nichtparametrische robuste Regressionsanalyse
Localising ForwardIntensities forMultiperiod CorporateDefault
Implied Market Price of Weather Risk
Default Risk Calculation based on Predictor Selection for the Southeast Asian Industry
Discrete Time Option Pricing with Flexible Volatility Estimation
Pricing Kernels and Risk Premia implied in Bitcoin Options
An Empirical Application of Interactive Fixed Effect Model on Asset Pricing
Pricing Kernel Modeling
Dynamic Valuation of Weather Derivatives under Default Risk
Forecast based Pricing of Weather Derivatives
Spatial Risk Premium on Weather Derivatives and Hedging Weather Exposure in Electricity
State Price Densities implied from weather derivatives
Nichtparametrische robuste Regressionsanalyse
Localising ForwardIntensities forMultiperiod CorporateDefault
Implied Market Price of Weather Risk
Default Risk Calculation based on Predictor Selection for the Southeast Asian Industry
Discrete Time Option Pricing with Flexible Volatility Estimation
Pricing Kernels and Risk Premia implied in Bitcoin Options
An Empirical Application of Interactive Fixed Effect Model on Asset Pricing