Forward-Backward SDEs Approach to Pricing in Carbon Markets

Auteur: Chassagneux, Jean-Francois
Editeur: Springer International Publishing AG
In Mathematical Finance, the authors consider a mathematical model for the pricing of emissions permits.
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In Mathematical Finance, the authors consider a mathematical model for the pricing of emissions permits.
ISBN / EAN 9783319631141
Auteur Chassagneux, Jean-Francois
Editeur Springer International Publishing AG