Risk-Neutral Pricing of Financial Instruments in Emission Markets: A Structural Approach (Q2808243)
From MaRDI portal
No description defined
Language | Label | Description | Also known as |
---|---|---|---|
English | Risk-Neutral Pricing of Financial Instruments in Emission Markets: A Structural Approach |
No description defined |
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