Munich Personal RePEc Archive

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Number of items: 4.

28 September 2010

Caporin, Massimiliano and Pres, Juliusz and Torro, Hipolit (2010): Model based Monte Carlo pricing of energy and temperature quanto options.

22 October 2013

Caporin, Massimiliano and Jimenez-Martin, Juan-Angel and Gonzalez-Serrano, Lydia (2013): Currency hedging strategies, strategic benchmarks and the Global and Euro Sovereign financial crises.

19 February 2014

Caporin, Massimiliano and Fontini, Fulvio (2014): The value of protecting Venice from the acqua alta phenomenon under different local sea level rises.

28 August 2014

Caporin, Massimiliano and Kolokolov, Aleksey and RenĂ², Roberto (2014): Multi-jumps.

This list was generated on Tue Sep 29 20:54:20 2020 CEST.
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