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

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Latest revision as of 01:31, 12 July 2024

scientific article; zbMATH DE number 6130661
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English
Risk-Neutral Pricing of Financial Instruments in Emission Markets: A Structural Approach
scientific article; zbMATH DE number 6130661

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    Risk-Neutral Pricing of Financial Instruments in Emission Markets: A Structural Approach (English)
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    20 May 2016
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    25 January 2013
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    emission markets
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    cap-and-trade
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    environmental finance
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    backward stochastic differential equation
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    semilinear partial differential equation
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