PRICING AND HEDGING IN CARBON EMISSIONS MARKETS
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Publication:3655552
DOI10.1142/S0219024909005531zbMath1187.91070OpenAlexW1987859607MaRDI QIDQ3655552
Publication date: 8 January 2010
Published in: International Journal of Theoretical and Applied Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1142/s0219024909005531
incomplete informationstochastic filteringminimal martingale measureEU ETSCO\(_{2}\) emission allowances
Microeconomic theory (price theory and economic markets) (91B24) Generalizations of martingales (60G48) Derivative securities (option pricing, hedging, etc.) (91G20)
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Cites Work
