The endogenous price dynamics of emission allowances and an application to CO2 option pricing
Marc Chesney & Luca Taschini
| Year of publication: |
2012
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|---|---|
| Authors: | Chesney, Marc ; Taschini, Luca |
| Published in: |
Applied mathematical finance. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1350-486X, ZDB-ID 1282409-4. - Vol. 19.2012, 5/6, p. 447-475
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| Subject: | Emissionshandel | Emissions trading | Optionspreistheorie | Option pricing theory | Treibhausgas-Emissionen | Greenhouse gas emissions | EU-Staaten | EU countries |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009710937