Details about Helene Hamisultane

Access statistics for papers by Helene Hamisultane.

Last updated 2023-07-17. Update your information in the RePEc Author Service.

Short-id: pha318

Working Papers

2008

1. Sunshine-Factor Model with Treshold GARCH for Predicting Temperature of Weather Contracts
   Working Papers, HAL
2. Which Method for Pricing Weather Derivatives ?
   Working Papers, HAL View citations (2)

2007

3. Extracting Information from the Market to Price the Weather Derivatives
   Working Papers, HAL View citations (8)
4. Utility-based Pricing of the Weather Derivatives
   Working Papers, HAL View citations (1)
   See also Journal Article Utility-based pricing of weather derivatives, The European Journal of Finance, Taylor & Francis Journals (2010) View citations (3) (2010)

2006

5. Pricing the Weather Derivatives in the Presence of Long Memory in Temperatures
   Working Papers, HAL View citations (2)

Journal Articles

2010

1. Utility-based pricing of weather derivatives
   The European Journal of Finance, 2010, 16, (6), 503-525 View citations (3)
   See also Working Paper Utility-based Pricing of the Weather Derivatives, Working Papers (2007) View citations (1) (2007)