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Andréa Roncoroni · Study

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Andréa Roncoroni

4 works· latest 2015· 1 institutionscluster: provisionalORCID 0000-0002-4867-7681

h-index4

i104

Citations615

Works here4

06

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15

Most cited in this library

Understanding the Fine Structure of Electricity Prices*2006 · 386 citations
Implementing Models in Quantitative Finance: Methods and Cases2007 · 137 citations
Analytical pricing of discretely monitored Asian-style options: Theory and application to commodity markets2008 · 49 citations
Handbook of Multi-Commodity Markets and Products: Structuring, Trading and Risk Management2015 · 43 citations

Works

4 shown

Handbook of Multi-Commodity Markets and Products: Structuring, Trading and Risk Management

·2015·3 authors·book

43citations

Analytical pricing of discretely monitored Asian-style options: Theory and application to commodity markets

Journal of Banking & Finance·2008·3 authors

49citations

Implementing Models in Quantitative Finance: Methods and Cases

Springer eBooks·2007·2 authors·book

137citations

Understanding the Fine Structure of Electricity Prices*

The Journal of Business·2006·2 authors·Open access

386citations