
A Forward-Backward SDEs Approach to Pricing in Carbon Markets
In Mathematical Finance, the authors consider a mathematical model for the pricing of emissions permits.
- Författare
- Jean-François Chassagneux, Hinesh Chotai, Mirabelle Muûls
- Upplaga
- 1st ed. 2017
- ISBN
- 9783319631141
- Språk
- Engelska
- Vikt
- 310 gram
- Utgivningsdatum
- 2017-10-14
- Sidor
- 104