Caporin, Massimiliano; Pres', Juliusz; Torro, Hipolit - Dipartimento di Scienze Economiche "Marco Fanno", … - 2010
Weather derivatives have become very popular tools in weather risk management in recent years. One of the elements supporting their diffusion has been the increase in volatility observed on many energy markets. Among the several available contracts, Quanto options are now becoming very popular...
