Risk-Neutral Pricing of Financial Instruments in Emission Markets: A Structural Approach (Q2808243): Difference between revisions
From MaRDI portal
Removed claims |
Changed an Item |
||
Property / author | |||
Property / author: S. D. Howison / rank | |||
Normal rank | |||
Property / author | |||
Property / author: Daniel C. Schwarz / rank | |||
Normal rank |
Revision as of 15:42, 15 February 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Risk-Neutral Pricing of Financial Instruments in Emission Markets: A Structural Approach |
scientific article |
Statements
Risk-Neutral Pricing of Financial Instruments in Emission Markets: A Structural Approach (English)
0 references
20 May 2016
0 references
emission markets
0 references
cap-and-trade
0 references
environmental finance
0 references
backward stochastic differential equation
0 references
semilinear partial differential equation
0 references