Model based Monte Carlo pricing of energy and temperature Quanto options

  1. Caporin, M.
  2. Preś, J.
  3. Torro, H.
Journal:
Energy Economics

ISSN: 0140-9883

Year of publication: 2012

Volume: 34

Issue: 5

Pages: 1700-1712

Type: Article

DOI: 10.1016/J.ENECO.2012.02.008 GOOGLE SCHOLAR

Sustainable development goals

Data source: Scopus