Ahmet Göncü, YaNing Liu, Giray Ökten, M. Yousuff Hussaini. Uncertainty and Robustness in Weather Derivative Models. In Ronald Cools, Dirk Nuyens, editors, Monte Carlo and Quasi-Monte Carlo Methods, MCQMC 2014, Leuven, Belgium, April 2014. Volume 163 of Springer Proceedings in Mathematics and Statistics, pages 351-365, Springer, 2014. [doi]
Abstract is missing.