Risk-Neutral Pricing of Financial Instruments in Emission Markets: A Structural Approach (Q2808243): Difference between revisions

← Older edit

@@ description / en / description / en @@
-scientific article
+scientific article; zbMATH DE number 6130661
@@ Property / zbMATH Open document ID @@
+.91402
@@ Property / zbMATH Open document ID: 1255.91402 / rank @@
+Normal rank
@@ Property / DOI @@
+.1137/100815219
@@ Property / DOI: 10.1137/100815219 / rank @@
+Normal rank
@@ Property / published in @@
+SIAM Journal on Financial Mathematics
@@ Property / published in: SIAM Journal on Financial Mathematics / rank @@
+Normal rank
@@ Property / publication date @@
+January 2013Timestamp +2013-01-25T00:00:00Z
Timezone +00:00
Calendar Gregorian
Precision 1 day
Before 0
After 0
-Timestamp
++2013-01-25T00:00:00Z
-Timezone
++00:00
-Calendar
+Gregorian
-Precision
+day
 Before
 After
@@ Property / publication date: 25 January 2013 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6130661
@@ Property / zbMATH DE Number: 6130661 / rank @@
+Normal rank
@@ Property / author @@
+S. D. Howison
@@ Property / author: S. D. Howison / rank @@
+Normal rank
@@ Property / author @@
+Daniel C. Schwarz
@@ Property / author: Daniel C. Schwarz / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W2082166031
@@ Property / OpenAlex ID: W2082166031 / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W2761549109
@@ Property / OpenAlex ID: W2761549109 / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.3736
@@ Property / arXiv ID: 1011.3736 / rank @@
+Normal rank
@@ Property / cites work @@
+A STRUCTURAL RISK-NEUTRAL MODEL OF ELECTRICITY PRICES
+Normal rank
@@ Property / cites work @@
+A DIFFUSION MODEL FOR ELECTRICITY PRICES
@@ Property / cites work: A DIFFUSION MODEL FOR ELECTRICITY PRICES / rank @@
+Normal rank
@@ Property / cites work @@
+Jump-Diffusion Modeling in Emission Markets
@@ Property / cites work: Jump-Diffusion Modeling in Emission Markets / rank @@
+Normal rank
@@ Property / cites work @@
+The valuation of clean spread options: linking electricity, emissions and fuels
+Normal rank
@@ Property / cites work @@
+Singular FBSDEs and scalar conservation laws driven by diffusion processes
+Normal rank
@@ Property / cites work @@
+Singular forward-backward stochastic differential equations and emissions derivatives
+Normal rank
@@ Property / cites work @@
+The Clean Development Mechanism and Joint Price Formation for Allowances and CERs
+Normal rank
@@ Property / cites work @@
+Market Design for Emission Trading Schemes
@@ Property / cites work: Market Design for Emission Trading Schemes / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal Stochastic Control and Carbon Price Formation
+Normal rank
@@ Property / cites work @@
+Risk-Neutral Models for Emission Allowance Prices and Option Valuation
+Normal rank
@@ Property / cites work @@
+A general version of the fundamental theorem of asset pricing
+Normal rank
@@ Property / cites work @@
+The Pearson Diffusions: A Class of Statistically Tractable Diffusion Processes
+Normal rank
@@ Property / cites work @@
+Q4433608
@@ Property / cites work: Q4433608 / rank @@
+Normal rank
@@ Property / cites work @@
+Martingales and stochastic integrals in the theory of continuous trading
+Normal rank
@@ Property / cites work @@
+Optimizing a portfolio of power-producing plants
@@ Property / cites work: Optimizing a portfolio of power-producing plants / rank @@
+Normal rank
@@ Property / cites work @@
+On fair pricing of emission-related derivatives
@@ Property / cites work: On fair pricing of emission-related derivatives / rank @@
+Normal rank
@@ Property / cites work @@
+Risk-Neutral Pricing of Financial Instruments in Emission Markets: A Structural Approach
+Normal rank
@@ Property / cites work @@
+Q4039796
@@ Property / cites work: Q4039796 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3998930
@@ Property / cites work: Q3998930 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5621610
@@ Property / cites work: Q5621610 / rank @@
+Normal rank
@@ Property / cites work @@
+A model of intertemporal emission trading, banking, and borrowing
+Normal rank
@@ Property / cites work @@
+The economics of pollution permit banking in the context of Title IV of the 1990 Clean Air Act Amendments
+Normal rank