Market-consistent modeling for cap-and-trade schemes and application to option pricing
Pauline Barrieu, Max Fehr
| Year of publication: |
2014
|
|---|---|
| Authors: | Barrieu, Pauline ; Fehr, Max |
| Published in: |
Operations research. - Catonsville, MD : INFORMS, ISSN 0030-364X, ZDB-ID 123389-0. - Vol. 62.2014, 2, p. 234-249
|
| Subject: | environment | asset pricing | stochastic model applications | Markov processes | economics | Stochastischer Prozess | Stochastic process | Markov-Kette | Markov chain | Optionspreistheorie | Option pricing theory | CAPM |
| 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/10010361477