Modeling and Forecasting CAT and HDD Indices for Weather Derivative Pricing

Achilleas Zapranis, Antonis Alexandridis 0002. Modeling and Forecasting CAT and HDD Indices for Weather Derivative Pricing. In Dominic Palmer-Brown, Chrisina Draganova, Elias Pimenidis, Haris Mouratidis, editors, Engineering Applications of Neural Networks - 11th International Conference, EANN 2009, London, UK, August 27-29, 2009. Proceedings. Volume 43 of Communications in Computer and Information Science, pages 210-222, 2009. [doi]

Abstract

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