PRICING AND HEDGING IN CARBON EMISSIONS MARKETS (Q3655552)
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scientific article; zbMATH DE number 5654738
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| default for all languages | No label defined |
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| English | PRICING AND HEDGING IN CARBON EMISSIONS MARKETS |
scientific article; zbMATH DE number 5654738 |
Statements
PRICING AND HEDGING IN CARBON EMISSIONS MARKETS (English)
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8 January 2010
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CO\(_{2}\) emission allowances
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EU ETS
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incomplete information
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stochastic filtering
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minimal martingale measure
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0.90349686
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0.8904457
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0.8904457
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0.8838514
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0.87858224
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0.87328285
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