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Publications by Brenda LLpez Cabrera

State Price Densities Implied From Weather Derivatives

SSRN Electronic Journal

English

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Nonparametric Implied Lévy Densities

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Estimating State-Price Densities With Nonparametric Regression

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Weather Forecasting for Weather Derivatives

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Nonparametric Estimation of State-Price Densities Implicit in Financial Asset Prices

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Analysis of Federal Subsidies: Implied Price of Carbon

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The Calculation of Densities From Cubic Equations of State: Revisited (Erratum)

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Intraday Volatility Forecasting From Implied Volatility

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Weather Derivatives: Usage Possibilities for the Lithuanian Economy

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Regime-Switching Temperature Dynamics Model for Weather Derivatives

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