A Forward-Backward SDEs Approach to Pricing in Carbon Markets

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. The model has particular applicability to the European Union Emissions Trading System (EU ETS) but could also be used to consider the modeling of other cap-and-trade schemes. As a response to the...

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Bibliographic Details
Main Authors: Chassagneux, Jean-François (Author), Chotai, Hinesh (Author), Muûls, Mirabelle (Author)
Corporate Author: SpringerLink (Online service)
Format: Electronic eBook
Language:English
Published: Cham : Springer International Publishing : Imprint: Springer, 2017.
Series:Mathematics of Planet Earth
Subjects:
Mathematics.
Energy policy.
Energy and state.
Economics, Mathematical.
Mathematical models.
Probabilities.
Statistics.
Energy industries.
Probability Theory and Stochastic Processes.
Mathematical Modeling and Industrial Mathematics.
Energy Economics.
Quantitative Finance.
Energy Policy, Economics and Management.
Statistics for Business/Economics/Mathematical Finance/Insurance.
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ΒΚΠ - Πατρα: ALFd

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Call Number: 330.01 BAU
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ΒΚΠ - Πατρα: BSC

Holdings details from ΒΚΠ - Πατρα: BSC
Call Number: 330.01 BAU
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