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报告地点:报告题目:A PDE approach for weather derivative pricing报 告 人:Dr. Xiaoping Lu 伍伦贡大学报告时间:2019年6月4日 10:00-11:00报告地点:数学楼一楼第二报告厅报告摘要:We propose a partial differential equation (PDE) based approach to price weather derivatives with the market price of risk (MPR) extracted from the utility indifference valuation. The PDE system is solved numerically using a one-...