Michael Coulon
Identifiers
- name variant Michael Coulon 0.60 · backfill
Papers (3)
- On the optimal choice of strike conventions in exchange option pricing q-fin.MF · 2018 · author #2
- The Valuation of Clean Spread Options: Linking Electricity, Emissions and Fuels q-fin.PR · 2012 · author #2
- Electricity price modeling and asset valuation: a multi-fuel structural approach q-fin.PR · 2012 · author #2
Mentions
Frequent Coauthors
- Daniel Schwarz 2 shared papers
- Rene Carmona 2 shared papers
- Elisa Al\`os 1 shared papers