Nina Lange

Copenhagen Business School

Solbjerg Plads 3

Frederiksberg C, DK - 2000

Denmark

SCHOLARLY PAPERS

2

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CITATIONS

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Scholarly Papers (2)

1.

Pricing and Hedging Quanto Options in Energy Markets

Journal of Energy Markets, Vol. 8, No. 1, 2015
Number of pages: 36 Posted: 24 Jun 2016
University of Oslo - Department of Mathematics, Copenhagen Business School and Norwegian School of Economics (NHH)
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Citation 1

Abstract:

gas derivatives, temperature derivatives, energy quanto options, quantity risk, pricing, hedging

2.

Pricing and Hedging Quanto Options in Energy Markets

Journal of Energy Markets, 2015
Posted: 22 Aug 2012 Last Revised: 10 Jun 2016
University of Oslo, Copenhagen Business School and Norwegian School of Economics (NHH)

Abstract:

gas markets, quanto options, HDD futures, temperature, energy, derivatives pricing, weather derivatives