Model based Monte Carlo pricing of energy and temperature Quanto options
| Year of publication: |
2012
|
|---|---|
| Authors: | Caporin, Massimiliano ; Preś, Juliusz ; Torro, Hipolit |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279x. - Vol. 34.2012, 5, p. 1700-1713
|