LEADER 05617 am 22009013u 450 001 9910160769703321 005 20230125181827.0 010 $a3-319-23425-0 024 7 $a10.1007/978-3-319-23425-0 035 $a(CKB)3710000000521705 035 $a(SSID)ssj0001585577 035 $a(PQKBManifestationID)16265446 035 $a(PQKBTitleCode)TC0001585577 035 $a(PQKBWorkID)14866436 035 $a(PQKB)10535324 035 $a(DE-He213)978-3-319-23425-0 035 $a(MiAaPQ)EBC5578094 035 $a(Au-PeEL)EBL5578094 035 $a(OCoLC)1066188258 035 $a(MiAaPQ)EBC6422893 035 $a(Au-PeEL)EBL6422893 035 $a(oapen)https://directory.doabooks.org/handle/20.500.12854/34595 035 $a(PPN)19052491X 035 $a(EXLCZ)993710000000521705 100 $a20151023d2016 u| 0 101 0 $aeng 135 $aurnn#008mamaa 181 $ctxt 182 $cc 183 $acr 200 10$aStochastics of Environmental and Financial Economics$b[electronic resource] $eCentre of Advanced Study, Oslo, Norway, 2014-2015 /$fedited by Fred Espen Benth, Giulia Di Nunno 205 $a1st ed. 2016. 210 $aCham$cSpringer Nature$d2015 210 1$aCham :$cSpringer International Publishing :$cImprint: Springer,$d2016. 215 $a1 online resource (VIII, 360 p.) 225 1 $aSpringer Proceedings in Mathematics & Statistics,$x2194-1009 ;$v138 300 $aBibliographic Level Mode of Issuance: Monograph 311 $a3-319-23424-2 327 $aSome recent developments in ambit stochastics -- Functional and Banach space stochastic calculi. Path-dependent Kolmogorov equations associated with the frame of a Brownian motion -- Nonlinear Young integrals via fractional calculus -- A weak limit theorem for numerical approximation of Brownian semi-stationary processes -- Non-elliptic SPDEs and ambit fields: existence of densities -- Dynamic risk measures and path-dependent second order PDEs -- Pricing CoCos with a market trigger -- Quantification of model risk in quadratic hedging in finance -- Risk-sensitive mean-field type control under partial observation -- Risk aversion in modeling of cap-and-trade mechanism and optimal design of emission markets -- Exponential ergodicity of the jump-diffusion CIR process -- Optimal control of predictive mean-field equations and applications to finance -- Modelling the impact of wind power production on electricity prices by regime-switching Levy semistationary processes -- Pricing options on EU ETS certificates with a time-varying market price of risk model. 330 $aThese Proceedings offer a selection of peer-reviewed research and survey papers by some of the foremost international researchers in the fields of finance, energy, stochastics and risk, who present their latest findings on topical problems. The papers cover the areas of stochastic modeling in energy and financial markets; risk management with environmental factors from a stochastic control perspective; and valuation and hedging of derivatives in markets dominated by renewables, all of which further develop the theory of stochastic analysis and mathematical finance. The papers were presented at the first conference on ?Stochastics of Environmental and Financial Economics (SEFE)?, being part of the activity in the SEFE research group of the Centre of Advanced Study (CAS) at the Academy of Sciences in Oslo, Norway during the 2014/2015 academic year. 410 0$aSpringer Proceedings in Mathematics & Statistics,$x2194-1009 ;$v138 606 $aSystem theory 606 $aProbabilities 606 $aEnvironmental economics 606 $aGame theory 606 $aPartial differential equations 606 $aCalculus of variations 606 $aSystems Theory, Control$3https://scigraph.springernature.com/ontologies/product-market-codes/M13070 606 $aProbability Theory and Stochastic Processes$3https://scigraph.springernature.com/ontologies/product-market-codes/M27004 606 $aEnvironmental Economics$3https://scigraph.springernature.com/ontologies/product-market-codes/W48000 606 $aGame Theory, Economics, Social and Behav. Sciences$3https://scigraph.springernature.com/ontologies/product-market-codes/M13011 606 $aPartial Differential Equations$3https://scigraph.springernature.com/ontologies/product-market-codes/M12155 606 $aCalculus of Variations and Optimal Control; Optimization$3https://scigraph.springernature.com/ontologies/product-market-codes/M26016 610 $aSystems Theory 610 $aControl 615 0$aSystem theory. 615 0$aProbabilities. 615 0$aEnvironmental economics. 615 0$aGame theory. 615 0$aPartial differential equations. 615 0$aCalculus of variations. 615 14$aSystems Theory, Control. 615 24$aProbability Theory and Stochastic Processes. 615 24$aEnvironmental Economics. 615 24$aGame Theory, Economics, Social and Behav. Sciences. 615 24$aPartial Differential Equations. 615 24$aCalculus of Variations and Optimal Control; Optimization. 676 $a519 700 $aBenth$b Fred Espen$4edt$0151492 702 $aBenth$b Fred Espen$4edt$4http://id.loc.gov/vocabulary/relators/edt 702 $aDi Nunno$b Giulia$4edt$4http://id.loc.gov/vocabulary/relators/edt 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910160769703321 996 $aStochastics of Environmental and Financial Economics$93360602 997 $aUNINA