Risk-neutral models for emission allowance prices and option valuation
Year of publication: |
2011
|
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Authors: | Carmona, René ; Hinz, Juri |
Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Catonsville, MD : INFORMS, ISSN 0025-1909, ZDB-ID 206345-1. - Vol. 57.2011, 8, p. 1453-1468
|
Subject: | Emissionshandel | Emissions trading | Risikoneutralität | Risk neutrality | Optionspreistheorie | Option pricing theory | Operations Research | Operations research | EU-Staaten | EU countries |
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