Pages that link to "Item:Q2870453"
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The following pages link to Risk-neutral models for emission allowance prices and option values (Q2870453):
Displaying 28 items.
- Emission allowance as a derivative on commodity-spread (Q356764) (← links)
- Evaluating eco-efficiency with data envelopment analysis: an analytical reexamination (Q490128) (← links)
- On fair pricing of emission-related derivatives (Q627301) (← links)
- Dynamic behavior of CO\(_2\) spot prices (Q953567) (← links)
- A scenario-based integrated approach for modeling carbon price risk (Q1022426) (← links)
- Estimation of Lévy-driven Ornstein-Uhlenbeck processes: application to modeling of \(\mathrm{CO}_2\) and fuel-switching (Q1699079) (← links)
- Singular forward-backward stochastic differential equations and emissions derivatives (Q1950264) (← links)
- On correlated measurement errors in the Schwartz-Smith two-factor model (Q2148726) (← links)
- London vs. Leipzig: price discovery of carbon futures during phase III of the ETS (Q2300379) (← links)
- Empirical performance of reduced-form models for emission permit prices (Q2328779) (← 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)
- Carbon spot prices in equilibrium frameworks associated with climate change (Q2691211) (← links)
- Risk Aversion in Modeling of Cap-and-Trade Mechanism and Optimal Design of Emission Markets (Q2801797) (← links)
- Pricing Options on EU ETS Certificates with a Time-Varying Market Price of Risk Model (Q2801802) (← links)
- Fitted finite volume method for pricing CO<sub>2</sub>futures option based on the underlying with non-log-normal distribution (Q2804500) (← links)
- Risk-neutral pricing of financial instruments in emission markets: a structural approach (Q2808243) (← links)
- Market-consistent modeling for cap-and-trade schemes and application to option pricing (Q2875594) (← links)
- On the Modeling of <i>C</i><i>O</i><sub>2</sub> EUA and CER Prices of EU‐ETS for the 2008–2012 Period (Q4624934) (← links)
- Jump-Diffusion Modeling in Emission Markets (Q4906407) (← links)
- Pricing renewable identification numbers under uncertainty (Q5079363) (← links)
- Stochastic modelling with randomized Markov bridges (Q5086618) (← links)
- Modeling and Computation of CO<sub>2</sub>Allowance Derivatives Under Jump-Diffusion Processes (Q5153684) (← links)
- Optimal Investment Timing for Carbon Emission Reduction Technology with a Jump-Diffusion Process (Q5163683) (← links)
- Environmental regulation in project-based industries (Q5256815) (← links)
- The valuation of clean spread options: linking electricity, emissions and fuels (Q5745656) (← links)
- Optimal dynamic regulation of carbon emissions market (Q6054446) (← links)
- Optimal emission regulation under market uncertainty (Q6659074) (← links)