Risk-neutral pricing of financial instruments in emission markets: A structural approach (Q2808243)
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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 |
Statements
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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Risk-neutral pricing of financial instruments in emission markets: a structural approach (English)
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0.9992982149124146
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0.829246997833252
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0.8227331638336182
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0.8075286746025085
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