Browse By Publication: Applied Mathematics
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Clements, Adam, Hurn, Stan, & Lindsay, Ken (2013) A closed-form approximation for pricing temperature-based weather derivatives. Applied Mathematics, 4(9), pp. 1347-1360.
Hurn, A.S., Lindsay, K.A., & McClelland, A.J. (2014) On the efficacy of Fourier series approximations for pricing European options. Applied Mathematics, 5, pp. 2786-2807.