Fast calibration of two‐factor models for energy option pricing
Fabbiani, Emanuele, Marziali, Andrea, De Nicolao, Giuseppe
Published in Applied stochastic models in business and industry (01.05.2021)
Published in Applied stochastic models in business and industry (01.05.2021)
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Journal Article
MCMC calibration of spot‐prices models in electricity markets
Guerini, Alice, Marziali, Andrea, De Nicolao, Giuseppe
Published in Applied stochastic models in business and industry (01.01.2020)
Published in Applied stochastic models in business and industry (01.01.2020)
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Journal Article
vanilla-option-pricing: Pricing and market calibration for options on energy commodities
Fabbiani, Emanuele, Marziali, Andrea, De Nicolao, Giuseppe
Published in Software impacts (01.11.2020)
Published in Software impacts (01.11.2020)
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Journal Article