Model Based Monte Carlo Pricing of Energy and Temperature Quanto Options
Year of publication: |
2014
|
---|---|
Authors: | Caporin, Massimiliano |
Other Persons: | Pres, Juliusz (contributor) ; Torró, Hipòlit (contributor) |
Publisher: |
[2014]: [S.l.] : SSRN |
Subject: | Optionspreistheorie | Option pricing theory | Monte-Carlo-Simulation | Monte Carlo simulation |
Extent: | 1 Online-Ressource (38 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments September 28, 2010 erstellt |
Other identifiers: | 10.2139/ssrn.1684133 [DOI] |
Classification: | C32 - Time-Series Models ; C51 - Model Construction and Estimation ; C53 - Forecasting and Other Model Applications ; G17 - Financial Forecasting |
Source: | ECONIS - Online Catalogue of the ZBW |
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