On fair pricing of emission-related derivatives

DOI10.3150/09-BEJ242zbMath1232.91665arXiv1011.5792MaRDI QIDQ627301

Juri Hinz, Alexander Novikov

Publication date: 28 February 2011

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1011.5792

zbMATH Keywords

environmental riskemission derivatives

Mathematics Subject Classification ID

91G20: Derivative securities (option pricing, hedging, etc.)

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

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