The valuation of carbon bonds linked with carbon price

DOI10.1515/CMAM-2016-0001MaRDI QIDQ267683zbMATH OpenOpenAlexFDO

Authors Shuhua Zhang, Zhuo Yang

Publication date 11 April 2016

Published in Computational Methods in Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1515/cmam-2016-0001

zbMATH Keywords

carbon bondscarbon pricefinite volume methodmaximum likelihood

Mathematics Subject Classification ID

PDEs in connection with statistics (35Q62) Numerical methods for variational inequalities and related problems (65K15) Financial applications of other theories (91G80)

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Cited in

(1)

• Price bubbles in Beijing carbon market and environmental policy announcement

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