Risk-Neutral Models for Emission Allowance Prices and Option Valuation
Year of publication: |
2011
|
---|---|
Authors: | Carmona, René ; Hinz, Juri |
Published in: |
Management Science. - Institute for Operations Research and the Management Sciences - INFORMS, ISSN 0025-1909. - Vol. 57.2011, 8, p. 1453-1468
|
Publisher: |
Institute for Operations Research and the Management Sciences - INFORMS |
Subject: | emission derivatives | emissions markets | cap-and-trade schemes | environmental finance |
-
Market Design for Emission Trading Schemes.
Carmona, René, (2010)
-
Market Design for Emission Trading Schemes
Carmona, René, (2010)
-
On Fair Pricing of Emission-Related Derivatives
Hinz, Juri, (2009)
- More ...
-
Properly designed emissions trading schemes to work?
Carmona, René, (2009)
-
Risk-neutral models for emission allowance prices and option valuation
Carmona, René, (2011)
-
Risk-Neutral Models for Emission Allowance Prices and Option Valuation
Carmona, René, (2011)
- More ...