A Forward-Backward SDEs Approach to Pricing in Carbon Markets / Jean-François Chassagneux, Hinesh Chotai, Mirabelle Muûls
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| Autore: |
Chassagneux, Jean-François
|
| Titolo: |
A Forward-Backward SDEs Approach to Pricing in Carbon Markets / Jean-François Chassagneux, Hinesh Chotai, Mirabelle Muûls
|
| Pubblicazione: | Cham, : Springer, 2017 |
| Titolo uniforme: | A Forward-Backward SDEs Approach to Pricing in Carbon Markets |
| Descrizione fisica: | vi, 104 p. : ill. ; 24 cm |
| Soggetto topico: | 60H30 - Applications of stochastic analysis (to PDEs, etc.) [MSC 2020] |
| 91G80 - Financial applications of other theories [MSC 2020] | |
| Soggetto non controllato: | Carbon markets |
| Commodity prices | |
| Emissions permits | |
| Energy economics | |
| Environmental economics | |
| Environmental finance | |
| Forward-Backward Stochastic Differential Equations | |
| Parameter Estimation | |
| Pricing in carbon markets | |
| Quantitative Finance | |
| Stochastic Analysis | |
| Altri autori: |
Chotai, Hinesh
Muûls, Mirabelle
|
| Titolo autorizzato: | Forward-Backward SDEs Approach to Pricing in Carbon Markets |
| Formato: | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione: | Inglese |
| Record Nr.: | VAN0124026 |
| Lo trovi qui: | Univ. Vanvitelli |
| Localizzazioni e accesso elettronico | http://doi.org/10.1007/978-3-319-63115-8 |
| Opac: | Controlla la disponibilità qui |
Serie:
SpringerBriefs in Mathematics of Planet Earth. Weather, Climate, Oceans Cham [etc.] . -Springer