Design of green bonds by double-barrier options

DOI10.3934/dcdss.2020110zbMath1443.91304OpenAlexW2971680893WikidataQ127231384 ScholiaQ127231384MaRDI QIDQ2182829

Zhuo Yang, Songgui Wang, Shuhua Zhang

Publication date: 26 May 2020

Published in: Discrete and Continuous Dynamical Systems. Series S (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/dcdss.2020110

zbMATH Keywords

central differencecarbon pricedouble-barrier optiongreen bond

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20) Environmental economics (natural resource models, harvesting, pollution, etc.) (91B76)

Related Items

Preface: Advances in theory and real world applications of control and dynamic optimization

Cites Work

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