Sara Ana Solanilla Blanco

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Forward Prices in Markets Driven by Continuous-time Autoregressive Processes
Recent Advances in Financial Engineering 2012
2015-06-19Paper
Forward prices as functionals of the spot path in commodity markets modeled by Lévy semistationary processes
International Journal of Theoretical and Applied Finance
2015-05-11Paper
Local sensitivity analysis of heating degree day and cooling degree day temperature derivatives prices
(available as arXiv preprint)
N/APaper


Research outcomes over time


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