On fair pricing of emission-related derivatives
From MaRDI portal
Publication:627301
DOI10.3150/09-BEJ242zbMath1232.91665arXiv1011.5792MaRDI QIDQ627301
Publication date: 28 February 2011
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1011.5792
91G20: Derivative securities (option pricing, hedging, etc.)
91B76: Environmental economics (natural resource models, harvesting, pollution, etc.)
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