Stochastics of environmental and financial economics. Centre of Advanced Study, Oslo, Norway, 2014--2015

DOI10.1007/978-3-319-23425-0MaRDI QIDQ495827zbMATH OpenOpenAlexFDO

Authors

Publication date 15 September 2015

Published in Springer Proceedings in Mathematics \& Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-319-23425-0

Mathematics Subject Classification ID

Proceedings of conferences of miscellaneous specific interest (00B25) PDEs with randomness, stochastic partial differential equations (35R60) Applications of stochastic analysis (to PDEs, etc.) (60H30) Proceedings, conferences, collections, etc. pertaining to game theory, economics, and finance (91-06) Stochastic models in economics (91B70) Economic models of real-world systems (e.g., electricity markets, etc.) (91B74) Environmental economics (natural resource models, harvesting, pollution, etc.) (91B76) Actuarial science and mathematical finance (91Gxx)

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Cited in

(6)

• Financial modeling, risk management of energy and environmental instruments and derivatives: past, present, and future
• Economic and environmental risk and uncertainty. New models and methods. Papers from the 7th international conference on the foundations and applications of utility, risk and decision theory, Oslo, Norway, June 30 -- July 3, 1994
• Commodities, energy and environmental finance. Selected papers based on the presentations at the focus program, Toronto, Canada, August 2013
• Forward-backward stochastic differential equation games with delay and noisy memory
• Preface
• Preface

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