Pages that link to "Item:Q2808243"
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The following pages link to Risk-neutral pricing of financial instruments in emission markets: a structural approach (Q2808243):
Displaying 18 items.
- Emission allowance as a derivative on commodity-spread (Q356764) (← links)
- First order strong approximations of scalar SDEs defined in a domain (Q740810) (← links)
- A scenario-based integrated approach for modeling carbon price risk (Q1022426) (← links)
- Pricing renewable energy certificates with a Crank-Nicolson Lagrange-Galerkin numerical method (Q2104068) (← links)
- Climate uncertainty and carbon emissions prices: the relative roles of transition and physical climate risks (Q2159842) (← links)
- Numerical approximation of singular forward-backward SDEs (Q2168288) (← links)
- Numerical solution of a nonlinear PDE model for pricing renewable energy certificates (RECs) (Q2243196) (← links)
- A methodology using option pricing to determine a suitable discount rate in environmental management (Q2464251) (← links)
- Model and numerical methods for pricing renewable energy certificate derivatives (Q2684158) (← links)
- Risk Aversion in Modeling of Cap-and-Trade Mechanism and Optimal Design of Emission Markets (Q2801797) (← links)
- Risk-neutral pricing of financial instruments in emission markets: a structural approach (Q2808243) (← links)
- Risk-neutral models for emission allowance prices and option values (Q2870453) (← links)
- PRICING AND HEDGING IN CARBON EMISSIONS MARKETS (Q3655552) (← links)
- (Q4902232) (redirect page) (← links)
- Stochastic modelling with randomized Markov bridges (Q5086618) (← links)
- Optimal Generation and Trading in Solar Renewable Energy Certificate (SREC) Markets (Q5126681) (← links)
- A Forward-Backward SDEs Approach to Pricing in Carbon Markets (Q5349426) (← links)
- A mean‐field game approach to equilibrium pricing in solar renewable energy certificate markets (Q6054427) (← links)
