On fair pricing of emission-related derivatives

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Publication:627301

DOI10.3150/09-BEJ242zbMath1232.91665arXiv1011.5792OpenAlexW3098187905MaRDI QIDQ627301

Juri Hinz, Alexander Novikov

Publication date: 28 February 2011

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1011.5792

zbMATH Keywords

environmental riskemission derivatives


Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20) Environmental economics (natural resource models, harvesting, pollution, etc.) (91B76)


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Cites Work

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