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Chiara Guardasoni

University of Parma

SCHOLARLY PAPERS

2

DOWNLOADS

158

TOTAL CITATIONS

0

Scholarly Papers (2)

1.

Analysis of historical average temperatures for weather derivatives valuation. The case of Parma (Italy)

Number of pages: 12 Posted: 19 Aug 2024
Chiara Guardasoni, Luis Ortiz-Gracia and Francesco Zanni
University of Parma, University of Barcelona and University of Parma
Downloads 94 (730,864)

Abstract:

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2.

Pricing Options on Temperature Indices

Number of pages: 6 Posted: 19 Dec 2025
Carlos Allué-Buesa, Chiara Guardasoni and Luis Ortiz-Gracia
Universitat de Barcelona, University of Parma and University of Barcelona
Downloads 64 (942,565)

Abstract:

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Weather Derivatives, Option Pricing, HDD Modelling, CDD Modelling, Climate Change