Pages that link to "Item:Q627301"
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The following pages link to On fair pricing of emission-related derivatives (Q627301):
Displaying 7 items.
- Estimation of Lévy-driven Ornstein-Uhlenbeck processes: application to modeling of \(\mathrm{CO}_2\) and fuel-switching (Q1699079) (← links)
- Risk Aversion in Modeling of Cap-and-Trade Mechanism and Optimal Design of Emission Markets (Q2801797) (← 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)
- A multi-period stochastic portfolio optimization model applied for an airline company in the EU ETS (Q2926492) (← links)
- Jump-Diffusion Modeling in Emission Markets (Q4906407) (← links)
- Optimal Investment Timing for Carbon Emission Reduction Technology with a Jump-Diffusion Process (Q5163683) (← links)