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Article Name - Pricing Gamma based Temperature Derivatives

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  • Keywords Gamma derivatives; Temperature; Synthesis method; Trigger temperature ... 2025-10-07
  • Introduction Temperature plays a vital role in agricultural growth and production, impacting crop development, seed germination, flowering and fruit ripening. Extreme temperatures, whether too high or too low, can ... 2025-10-07
  • Materials and Methods To solve this problem, this paper derives a stochastic model from temperature that follows a gamma distribution. By utilizing the synthesis method for deriving diffusion and drift coefficients, we inc ... 2025-10-07
  • Results and Discussions This section provides results on modeled temperature, how gamma distribution fits into data collected. It also indicates parameter estimates both alpha and theta as in scale and shape respectively. A ... 2025-10-07
  • Conclusion The objective of this research was to construct a model for estimating call option prices with temperature as the underlying factor. To accomplish this, several steps were undertaken: a Stochastic Dif ... 2025-10-07
  • Acknowledgments I express my profound gratitude to the Almighty for the gift of life. Additionally, I extend my heartfelt appreciation to Dr. Dzupire for his consistent and invaluable support as my supervisor through ... 2025-10-07
  • References Gyamerah SA, Ngare P, Ikpe D. Regime-switching temperature dynamics model for weather derivatives. Int J Stochastic Anal. 2018;2018(1):8534131. [Crossref] [Google Scholar] Andrews L, Shivamo ... 2025-10-13