Model based Monte Carlo pricing of energy and temperature...

Energy Economics 2012 / 9 Vol. 34; Iss. 5

Model based Monte Carlo pricing of energy and temperature Quanto options

Caporin, Massimiliano, Preś, Juliusz, Torro, Hipolit
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Volume:
34
Language:
english
Journal:
Energy Economics
DOI:
10.1016/j.eneco.2012.02.008
Date:
September, 2012
File:
PDF, 807 KB
english, 2012
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