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Journal of the Operational Research Society Volume 72, 2021 - Issue 11
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Research Article

Extracting pricing densities for weather derivatives using the maximum entropy method

Antonios K. Alexandridisa University of Macedonia, Thessaloniki, GreeceCorrespondence[email protected]
ORCID Iconhttps://orcid.org/0000-0001-6448-1593
ORCID Icon,
Henryk Gzylb Instituto de Estudios Superiores de Administración, Caracas, VenezuelaORCID Iconhttps://orcid.org/0000-0002-3781-8848
ORCID Icon,
Enrique ter Horstc Universidad de los Andes School of Management, Bogota, ColombiaORCID Iconhttps://orcid.org/0000-0001-5153-1475
ORCID Icon &
German Molinad Idalion Capital Group, Charlotte, NC, USAORCID Iconhttps://orcid.org/0000-0003-4693-6907
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Pages 2412-2428 | Received 13 Feb 2019, Accepted 12 Jul 2020, Published online: 11 Aug 2020

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Manish Aggarwal. On fuzzy entropy functions based on human attitude. Journal of the Operational Research Society 0:0, pages 1-14.
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Articles from other publishers (1)

G. V. Satya Sekhar. (2022) Analytical View of Pricing Weather and Freight Derivatives: 1950–2020. Review of Pacific Basin Financial Markets and Policies 26:01.
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