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The Endogenous Price Dynamics of Emission Allowances and an Application to CO2 Option Pricing
Chesney, Marc
;
Taschini, Luca
- In:
Applied mathematical finance
19
(
2012
)
5
,
pp. 447-476
Persistent link: https://www.econbiz.de/10010022890
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The endogenous price dynamics of emission allowances and an application to CO2 option pricing
Chesney, Marc
;
Taschini, Luca
- In:
Applied mathematical finance
19
(
2012
)
5/6
,
pp. 447-475
Persistent link: https://www.econbiz.de/10009710937
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