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Top pricing softwares for energy derivatives

Posted: June 14th, 2022, 12:02 pm
by xavier73
I was wondering if you could tell me what are the top software to price energy derivatives, I'm only interested in the valuation part not the middle or back office nor trade interface. This to price all types of power & gas derivatives (Storage, Swing, Swaptions, Tempflex......) I already know Lacima and Kyos are potential winners but I'd like to know if there are more available