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]

@inproceedings{Zapranis009,
  title = {Modeling and Forecasting CAT and HDD Indices for Weather Derivative Pricing},
  author = {Achilleas Zapranis and Antonis Alexandridis 0002},
  year = {2009},
  doi = {10.1007/978-3-642-03969-0_20},
  url = {http://dx.doi.org/10.1007/978-3-642-03969-0_20},
  researchr = {https://researchr.org/publication/Zapranis009},
  cites = {0},
  citedby = {0},
  pages = {210-222},
  booktitle = {Engineering Applications of Neural Networks - 11th International Conference, EANN 2009, London, UK, August 27-29, 2009. Proceedings},
  editor = {Dominic Palmer-Brown and Chrisina Draganova and Elias Pimenidis and Haris Mouratidis},
  volume = {43},
  series = {Communications in Computer and Information Science},
  isbn = {978-3-642-03968-3},
}