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Optimal Climate Policy with Negative Emissions

Rebonato, Riccardo; Kainth, Dherminder; Melin, Lionel; … - 2023

We can limit the future temperature impact of climate change in two ways: (i) reducing our use of CO2 emitting fuels as an energy source (abatement), and (ii) using negative emission technologies (NETs) to remove existing CO2 from the atmosphere (removal). Using a modification of the DICE model,...

Persistent link: https://www.econbiz.de/10014256140

Achieving smooth asymptotics for the prices of European options in binomial trees

Joshi, Mark S. (contributor) - 2007

Persistent link: https://www.econbiz.de/10003632920

Achieving higher order convergence for the prices of European pptions in binomial trees

Joshi, Mark S. (contributor) - 2007

Persistent link: https://www.econbiz.de/10003632930

Partial proxy simulation schemes for generic and robust Monte-Carlo greeks

Fries, Christian P. (contributor); … - 2006

Persistent link: https://www.econbiz.de/10003632936

The convergence of binomial trees for pricing the American put

Joshi, Mark S. (contributor) - 2008

Persistent link: https://www.econbiz.de/10003797784

Comparing discretisations of the libor market model in the spot measure

Beveridge, Christopher (contributor); … - 2008

Persistent link: https://www.econbiz.de/10003797790

Smooth simultaneous calibration of the LMM to caplets and coterminal swaptions

Ametrano, Ferdinando M. (contributor); … - 2008

Persistent link: https://www.econbiz.de/10003797794

Conditional analytic Monte-Carlo pricing schemes of auto-callable products

Fries, Christian P. (contributor); … - 2008

Persistent link: https://www.econbiz.de/10003797798

Juggling snowballs

Beveridge, Christopher (contributor); … - 2008

Persistent link: https://www.econbiz.de/10003797799

Trinomial or binomial : accelerating American put option price on trees

Chan, Juin Hong; Joshi, Mark S.; Tang, Robert; Chao Yang - 2008

Persistent link: https://www.econbiz.de/10003797820

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