Abstract
In this paper, our focus is to derive the estimates satisfied by the risk-neutral prices of a class of weather derivatives, contingent upon temperature which satisfies G-stochastic differential equation driven by nonlinear G-Brownian motion.
Author supplied keywords
Cite
CITATION STYLE
APA
Hussain, J., & Ali, P. (2021). ON MODELLING AND PRICING WEATHER DERIVATIVES DRIVEN BY NONLINEAR BROWNIAN MOTION. International Journal of Analysis and Applications, 19(1), 29–46. https://doi.org/10.28924/2291-8639-19-2021-29
Register to see more suggestions
Mendeley helps you to discover research relevant for your work.
Already have an account? Sign in
Sign up for free