Efficient Valuation of Energy
Derivatives Using the COS
Method in a Markov-Modulated
Framework
Andrea Paniccia
Supervisor TU Delft: Fang Fang
Supervisor Universite Libre de Bruxelles (ULB): Griselda Deelstra
start of the project: January 2025
The Master project has been finished in November 2025
by the completion of the
Masters Thesis
and a final
presentation
has been given.
For working address etc. we refer to our
alumnipage.
Summary of the master project:
Description
Contact information:
Kees
Vuik
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or the
Master students page of Kees Vuik