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"vanilla-option-pricing: Pricing and market calibration for options ..."

Emanuele Fabbiani, Andrea Marziali, Giuseppe De Nicolao (2020)

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DOI: 10.1016/J.SIMPA.2020.100043

access: open

type: Journal Article

metadata version: 2021-01-09

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Emanuele Fabbiani, Andrea Marziali, Giuseppe De Nicolao:
vanilla-option-pricing: Pricing and market calibration for options on energy commodities. Softw. Impacts 6: 100043 (2020)

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