Pages that link to "Item:Q4906407"
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The following pages link to Jump-Diffusion Modeling in Emission Markets (Q4906407):
Displaying 4 items.
- Estimation of Lévy-driven Ornstein-Uhlenbeck processes: application to modeling of \(\mathrm{CO}_2\) and fuel-switching (Q1699079) (← links)
- Risk-Neutral Pricing of Financial Instruments in Emission Markets: A Structural Approach (Q2808243) (← links)
- A multi-period stochastic portfolio optimization model applied for an airline company in the EU ETS (Q2926492) (← links)
- Detecting and modelling the jump risk of CO<sub>2</sub>emission allowances and their impact on the valuation of option on futures contracts (Q5001169) (← links)