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TITLE: Commodity price interaction: CO<inf>2</inf> allowances, fuel sources and electricity
AUTHORS: Madaleno, M; Pinho, C; Ribeiro, C ;
PUBLISHED: 2014, SOURCE: Lecture Notes in Energy, VOLUME: 54
INDEXED IN: Scopus CrossRef: 1
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TITLE: Correcting for simulation bias in Monte Carlo methods to value exotic options in models driven by Lévy processes  Full Text
AUTHORS: Ribeiro, C ; Webber, N;
PUBLISHED: 2006, SOURCE: Applied Mathematical Finance, VOLUME: 13, ISSUE: 4
INDEXED IN: Scopus CrossRef: 13
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TITLE: Valuing path-dependent options in the variance-gamma model by Monte Carlo with a gamma bridge
AUTHORS: Claudia Ribeiro ; Nick Webber;
PUBLISHED: 2003, SOURCE: The Journal of Computational Finance, VOLUME: 7, ISSUE: 2
INDEXED IN: CrossRef: 57
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