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Risk valuation of quanto derivatives on temperature and electricity
Alfonsi, Aurélien
;
Vadillo, Nerea
- In:
Applied mathematical finance
30
(
2023
)
6
,
pp. 275-312
Persistent link: https://www.econbiz.de/10015194149
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Optimal execution and price manipulations in time-varying limit order books
Alfonsi, Aurélien
;
Infante, Arturo
- In:
Applied mathematical finance
21
(
2014
)
3/4
,
pp. 201-237
Persistent link: https://www.econbiz.de/10010499717
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