The valuation of clean spread options: linking electricity, emissions and fuels (Q5745656): Difference between revisions

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+A DIFFUSION MODEL FOR ELECTRICITY PRICES
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+Q3521355
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+Pricing and Hedging Spread Options
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+Risk-Neutral Models for Emission Allowance Prices and Option Valuation
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+Market Design for Emission Trading Schemes
@@ Property / cites work: Market Design for Emission Trading Schemes / rank @@
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+The Pearson Diffusions: A Class of Statistically Tractable Diffusion Processes
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+Backward stochastic differential equations and partial differential equations with quadratic growth.
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+Dynamic behavior of CO\(_2\) spot prices
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+Publication:5745656