A forward-backward SDEs approach to pricing in carbon markets
Jean-François Chassagneux, Hinesh Chotai, Mirabelle Muûls
| Year of publication: |
[2017] ; 1st edition 2017
|
|---|---|
| Authors: | Chassagneux, Jean-François ; Chotai, Hinesh ; Muûls, Mirabelle |
| Publisher: |
Cham : Springer Nature |
| Subject: | Emissionshandel | Emissions trading | Stochastischer Prozess | Stochastic process | Mathematische Optimierung | Mathematical programming | Portfolio-Management | Portfolio selection |
| Description of contents: | Table of Contents [gbv.de] ; Description [deposit.dnb.de] ; Description [swbplus.bsz-bw.de] ; Description [zbmath.org] |
| Extent: | vi, 104 Seiten Illustrationen 23.5 cm x 15.5 cm |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | SDE = Stochastic Differential Equations |
| ISBN: | 3-319-63114-4 ; 978-3-319-63114-1 ; 978-3-319-63115-8 |
| Other identifiers: | 10.1007/978-3-319-63115-8 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011710374