Mitigating global warming: a real options approach

DOI10.1007/s10479-016-2258-5zbMath1415.91306OpenAlexW2461014756MaRDI QIDQ1699103

Marc Chesney, Pierre Lasserre, Bruno Troja

Publication date: 16 February 2018

Published in: Annals of Operations Research (Search for Journal in Brave)

Full work available at URL: http://www.cireqmontreal.com/wp-content/uploads/cahiers/08-2016-cah.pdf

zbMATH Keywords

delayreal optionsadaptationclimate changemitigationtipping pointgross domestic product\(\mathrm{CO}_2\)

Mathematics Subject Classification ID

Environmental economics (natural resource models, harvesting, pollution, etc.) (91B76) Corporate finance (dividends, real options, etc.) (91G50)

Cites Work

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• Pricing American currency options in an exponential Lévy model
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