Jump-Diffusion Modeling in Emission Markets

DOI10.1080/15326349.2011.542726zbMath1260.91170arXiv1001.3728MaRDI QIDQ4906407

Juri Hinz, Geoffrey Decrouez, Konstantin A. Borovkov

Publication date: 11 February 2013

Published in: Stochastic Models (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1001.3728

Mathematics Subject Classification ID

91B70: Stochastic models in economics

91B60: Trade models

93E20: Optimal stochastic control

91B76: Environmental economics (natural resource models, harvesting, pollution, etc.)

91G50: Corporate finance (dividends, real options, etc.)

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