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A Forward-Backward SDEs Approach to Pricing in Carbon Markets / / by Jean-François Chassagneux, Hinesh Chotai, Mirabelle Muûls
| A Forward-Backward SDEs Approach to Pricing in Carbon Markets / / by Jean-François Chassagneux, Hinesh Chotai, Mirabelle Muûls |
| Autore | Chassagneux Jean-François |
| Edizione | [1st ed. 2017.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2017 |
| Descrizione fisica | 1 online resource (VI, 104 p. 35 illus., 29 illus. in color.) |
| Disciplina | 519.2 |
| Collana | SpringerBriefs in Mathematics of Planet Earth, Weather, Climate, Oceans |
| Soggetto topico |
Probabilities
Mathematical models Energy policy Economics, Mathematical Statistics Probability Theory and Stochastic Processes Mathematical Modeling and Industrial Mathematics Energy Policy, Economics and Management Quantitative Finance Statistics for Business, Management, Economics, Finance, Insurance |
| ISBN | 3-319-63115-2 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | 1 A description of the carbon markets and their role in climate change mitigation -- 2 Introduction to Forward-Backward Stochastic Differential Equations -- 3 A mathematical model for carbon emissions markets -- 4 Numerical approximation of FBSDEs -- 5 A case study of the UK energy market -- References. . |
| Record Nr. | UNINA-9910254285103321 |
Chassagneux Jean-François
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| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2017 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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A Probabilistic Approach to Classical Solutions of the Master Equation for Large Population Equilibria
| A Probabilistic Approach to Classical Solutions of the Master Equation for Large Population Equilibria |
| Autore | Chassagneux Jean-François |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Providence : , : American Mathematical Society, , 2022 |
| Descrizione fisica | 1 online resource (136 pages) |
| Disciplina |
519.2/2
519.22 |
| Altri autori (Persone) |
CrisanDan
DelarueFrançois |
| Collana | Memoirs of the American Mathematical Society |
| Soggetto topico |
Stochastic analysis
Stochastic control theory Systems theory; control -- Stochastic systems and control -- Optimal stochastic control Probability theory and stochastic processes -- Stochastic analysis -- Applications of stochastic analysis (to PDE, etc.) Probability theory and stochastic processes -- Special processes -- Interacting random processes; statistical mechanics type models; percolation theory |
| ISBN |
9781470472795
1470472791 |
| Classificazione | 93E2060H3060K35 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910964413203321 |
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Chassagneux Jean-François
|
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| Providence : , : American Mathematical Society, , 2022 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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