Optimal Investment Timing for Carbon Emission Reduction Technology with a Jump-Diffusion Process
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Cites work
- A Closed-Form Solution for the Exercise Strategy in a Real Options Model with a Jump-Diffusion Process
- A model of intertemporal emission trading, banking, and borrowing
- A proof of the smoothness of the finite time horizon American put option for jump diffusions
- An EM algorithm for estimation in Markov-modulated Poisson processes
- An EM-based approach for parameter enhancement with an application to speech signals
- An optimal control model for reducing and trading of carbon emissions
- An optimal control model of carbon reduction and trading
- Analytical valuation of American options on jump-diffusion processes.
- Applied stochastic control of jump diffusions.
- Computational Science - ICCS 2004
- Continuous-time stochastic control and optimization with financial applications
- scientific article; zbMATH DE number 3720745 (Why is no real title available?)
- scientific article; zbMATH DE number 3567782 (Why is no real title available?)
- scientific article; zbMATH DE number 3607222 (Why is no real title available?)
- Market design for emission trading schemes
- Minimization of carbon abatement cost: modeling, analysis and simulation
- On fair pricing of emission-related derivatives
- Optimal control problem associated with jump processes
- Optimal control strategy of companies: inheriting period and carbon emission reduction
- Optimal stochastic control and carbon price formation
- Optimal stopping, free boundary, and American option in a jump-diffusion model
- Option pricing when underlying stock returns are discontinuous
- Risk-neutral models for emission allowance prices and option values
- Singular forward-backward stochastic differential equations and emissions derivatives
- Stability and stochastic stabilization of numerical solutions of regime-switching jump diffusion systems
- Stochastic stability and control
- The EM Algorithm and Extensions, 2E
- Timing of investment under technological and revenue-related uncertainties
- User’s guide to viscosity solutions of second order partial differential equations
- Viscosity Solutions of Hamilton-Jacobi Equations
Cited in
(8)- Multistage investment actions with the emission cap
- Green investment under time-dependent subsidy retraction risk
- Real options analysis of investment in carbon capture and sequestration technology
- Optimal Stochastic Control Problem for a Carbon Emission Reduction Process
- Uncertainty over uncertainty in environmental policy adoption: Bayesian learning of unpredictable socioeconomic costs
- Optimal timing for green technology investment under climate risk in a jump-diffusion framework
- Optimal timing of green technology adoption for climate risk mitigation
- Optimal stochastic control for carbon emission with allowances trading
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