Nerea Vadillo

1. A stochastic volatility model for the valuation of temperature derivatives
   2022/09/13 by Aurélien Alfonsi, Nerea Vadillo, Alfonsi, Aurélien +1 · 1 citation
   Economics, Econometrics and Finance · Social Sciences · #Climate Change Policy and Economics #FOS: Economics and business #Insurance, Mortality, Demography, Risk Management #Monetary Policy and Economic Impact #Risk Management (q-fin.RM)
2. Risk valuation of quanto derivatives on temperature and electricity
   2023/10/10 by Aurélien Alfonsi, Nerea Vadillo, Alfonsi, Aurélien +1 · 1 citation
   Economics, Econometrics and Finance · #Capital Investment and Risk Analysis #FOS: Economics and business #Market Dynamics and Volatility #Portfolio Management (q-fin.PM) #Pricing of Securities (q-fin.PR) #Risk Management (q-fin.RM) #Stochastic processes and financial applications