Pages that link to "Item:Q3581017"
From MaRDI portal
The following pages link to Optimal Stochastic Control and Carbon Price Formation (Q3581017):
Displayed 26 items.
- An optimal control model of carbon reduction and trading (Q338652) (← links)
- Singular FBSDEs and scalar conservation laws driven by diffusion processes (Q377517) (← links)
- On fair pricing of emission-related derivatives (Q627301) (← links)
- Risk management in power markets: the hedging value of production flexibility (Q1042265) (← links)
- An optimal control model for reducing and trading of carbon emissions (Q1619124) (← links)
- Estimation of Lévy-driven Ornstein-Uhlenbeck processes: application to modeling of \(\mathrm{CO}_2\) and fuel-switching (Q1699079) (← links)
- Singular forward-backward stochastic differential equations and emissions derivatives (Q1950264) (← links)
- Optimal control model of an enterprise for single and inheriting periods of carbon emission reduction (Q2120594) (← links)
- Mean field models to regulate carbon emissions in electricity production (Q2172097) (← links)
- Empirical performance of reduced-form models for emission permit prices (Q2328779) (← links)
- Minimization of carbon abatement cost: modeling, analysis and simulation (Q2356892) (← links)
- Model and numerical methods for pricing renewable energy certificate derivatives (Q2684158) (← links)
- Carbon spot prices in equilibrium frameworks associated with climate change (Q2691211) (← links)
- Risk Aversion in Modeling of Cap-and-Trade Mechanism and Optimal Design of Emission Markets (Q2801797) (← links)
- Pricing Options on EU ETS Certificates with a Time-Varying Market Price of Risk Model (Q2801802) (← links)
- Fitted finite volume method for pricing CO<sub>2</sub>futures option based on the underlying with non-log-normal distribution (Q2804500) (← links)
- Risk-Neutral Pricing of Financial Instruments in Emission Markets: A Structural Approach (Q2808243) (← links)
- Risk-Averse Equilibrium Modeling and Social Optimality of Cap-and-Trade Mechanisms (Q2833380) (← links)
- Market-Consistent Modeling for Cap-and-Trade Schemes and Application to Option Pricing (Q2875594) (← links)
- The Clean Development Mechanism and Joint Price Formation for Allowances and CERs (Q2904886) (← links)
- On the Modeling of <i>C</i><i>O</i><sub>2</sub> EUA and CER Prices of EU‐ETS for the 2008–2012 Period (Q4624934) (← links)
- Jump-Diffusion Modeling in Emission Markets (Q4906407) (← links)
- Optimal Generation and Trading in Solar Renewable Energy Certificate (SREC) Markets (Q5126681) (← links)
- Optimal Investment Timing for Carbon Emission Reduction Technology with a Jump-Diffusion Process (Q5163683) (← links)
- A mean‐field game approach to equilibrium pricing in solar renewable energy certificate markets (Q6054427) (← links)
- Optimal dynamic regulation of carbon emissions market (Q6054446) (← links)