Valuation and hedging efficiency of multifactor swing quanto options for price-volume risk in electricity markets

Publication Information

Title

Japanese:
English:	Valuation and hedging efficiency of multifactor swing quanto options for price-volume risk in electricity markets

Author

Japanese:	山田雄二, 松本拓史.
English:	Yuji Yamada, Takuji Matsumoto.

Language

English

Journal/Book name

Japanese:
English:	Quantitative Finance

Volume, Number, Page

Published date

Mar. 2026

Publisher

Japanese:
English:	Taylor & Francis

Conference name

Japanese:
English:

Conference site

Japanese:
English:

DOI