Pricing Quanto Options in Renewable Energy Markets
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Publication:6203965
DOI10.47836/MJMS.17.4.02MaRDI QIDQ6203965FDOQ6203965
Authors: Noor Akma Ibrahim, Che Mohd Imran Che Taib 
Publication date: 8 April 2024
Published in: Malaysian Journal of Mathematical Sciences (Search for Journal in Brave)
Cites Work
- Title not available (Why is that?)
- The Implied Market Price of Weather Risk
- Modelling the Impact of Wind Power Production on Electricity Prices by Regime-Switching Lévy Semistationary Processes
- ELECTRICITY FUTURES PRICE MODELING WITH LÉVY TERM STRUCTURE MODELS
- Modeling and pricing in financial markets for weather derivatives
- The pricing of Quanto options under dynamic correlation
- Weather derivatives and stochastic modelling of temperature
- Modelling Temperature Using CARMA Processes with Stochastic Speed of Mean Reversion for Temperature Insurance Pricing
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