Risk-Neutral Models for Emission Allowance Prices and Option Valuation
Year of publication: |
2011
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Authors: | Carmona, René ; Hinz, Juri |
Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Hanover, Md : INFORMS, ISSN 0025-1909, ZDB-ID 2063451. - Vol. 57.2011, 8, p. 1453-1469
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