A Forward-Backward SDEs Approach to Pricing in Carbon Markets
Hinesh Chotai, Jean-Francois Chassagneux, Mirabelle Muuls
Springer International Publishing AG, 2017
79,75 €On orderDelivery: 2-3 weeks
In Mathematical Finance, the authors consider a mathematical model for the pricing of emissions permits.
- ISBN-13
- 9783319631141
- ISBN-10
- 3319631144
- Publisher
- Springer International Publishing AG
- Year
- 2017
- Publication date
- 2017-10-14
- Pages
- 104
- Dimensions
- 235x155x