Pricing options on EU ETS certificates with a time-varying market price of risk model (Q2801802)
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scientific article; zbMATH DE number 6572201
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| English | Pricing options on EU ETS certificates with a time-varying market price of risk model |
scientific article; zbMATH DE number 6572201 |
Statements
Pricing Options on EU ETS Certificates with a Time-Varying Market Price of Risk Model (English)
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22 April 2016
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carbon market
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EUA futures
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risk-neutral valuation
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market price of risk
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option pricing
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0.7684115767478943
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0.7576894760131836
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0.7468656897544861
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0.7462185025215149
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0.7428639531135559
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