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Monte Carlo methods for pricing weather derivatives

Abdujabar RasulovUniversity of World Economy and Diplomacy, Mustaqillik avenue 54, Tashkent 100077, UzbekistanGulnora RaimovaUniversity of World Economy and Diplomacy, Mustaqillik avenue 54, Tashkent 100077, Uzbekistan

AIP conference proceedingsjournal2021en

ABI

Annotatsiya

In the work we will describe detailed theoretical foundation of the variance redaction techniques of Monte Carlo method for the pricing weather derivatives and presented the results of some numerical experiments.

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Mavzular

Stochastic processes and financial applications Financial Risk and Volatility Modeling Insurance, Mortality, Demography, Risk Management

Identifikatorlar

DOI: 10.1063/5.0057009

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