View in EDS HTML Full Text PDF Full Text

Risk Valuation of Quanto Derivatives on Temperature and Electricity.

Saved in:
Bibliographic Details
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
Full text is not displayed to guests.
FullText Links:
  – Type: pdflink
Text:
  Availability: 1
Header DbId: msf
DbLabel: Mathematics Source
An: 181197782
AccessLevel: 2
PubType: Academic Journal
PubTypeId: academicJournal
PreciseRelevancyScore: 0
IllustrationInfo
Items – Name: Title
  Label: Title
  Group: Ti
  Data: Risk Valuation of Quanto Derivatives on Temperature and Electricity.
– Name: Author
  Label: Authors
  Group: Au
  Data: <searchLink fieldCode="AR" term="%22Alfonsi%2C+Aurélien%22">Alfonsi, Aurélien</searchLink><relatesTo>1,2</relatesTo> (AUTHOR)<i> aurelien.alfonsi@enpc.fr</i><br /><searchLink fieldCode="AR" term="%22Vadillo%2C+Nerea%22">Vadillo, Nerea</searchLink><relatesTo>1,2,3</relatesTo> (AUTHOR)
– Name: TitleSource
  Label: Source
  Group: Src
  Data: <searchLink fieldCode="JN" term="%22Applied+Mathematical+Finance%22">Applied Mathematical Finance</searchLink>. Dec2023, Vol. 30 Issue 6, p275-312. 38p.
PLink https://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=msf&AN=181197782
RecordInfo BibRecord:
  BibEntity:
    Identifiers:
      – Type: doi
        Value: 10.1080/1350486X.2024.2356554
    Languages:
      – Code: eng
        Text: English
    PhysicalDescription:
      Pagination:
        PageCount: 38
        StartPage: 275
    Titles:
      – TitleFull: Risk Valuation of Quanto Derivatives on Temperature and Electricity.
        Type: main
  BibRelationships:
    HasContributorRelationships:
      – PersonEntity:
          Name:
            NameFull: Alfonsi, Aurélien
      – PersonEntity:
          Name:
            NameFull: Vadillo, Nerea
    IsPartOfRelationships:
      – BibEntity:
          Dates:
            – D: 01
              M: 12
              Text: Dec2023
              Type: published
              Y: 2023
          Identifiers:
            – Type: issn-print
              Value: 1350486X
          Numbering:
            – Type: volume
              Value: 30
            – Type: issue
              Value: 6
          Titles:
            – TitleFull: Applied Mathematical Finance
              Type: main
ResultId 1