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Risk Valuation of Quanto Derivatives on Temperature and Electricity.

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Title: Risk Valuation of Quanto Derivatives on Temperature and Electricity.
Authors: Alfonsi, Aurélien1,2 (AUTHOR) aurelien.alfonsi@enpc.fr, Vadillo, Nerea1,2,3 (AUTHOR)
Source: Applied Mathematical Finance. Dec2023, Vol. 30 Issue 6, p275-312. 38p.
Database: Mathematics Source
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ISSN:1350486X
DOI:10.1080/1350486X.2024.2356554