Pages that link to "Item:Q4906407"
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The following pages link to Jump-Diffusion Modeling in Emission Markets (Q4906407):
Displaying 8 items.
- Estimation of Lévy-driven Ornstein-Uhlenbeck processes: application to modeling of \(\mathrm{CO}_2\) and fuel-switching (Q1699079) (← 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)
- A multi-period stochastic portfolio optimization model applied for an airline company in the EU ETS (Q2926492) (← links)
- Detecting and modelling the jump risk of CO<sub>2</sub>emission allowances and their impact on the valuation of option on futures contracts (Q5001169) (← 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)
- A Forward-Backward SDEs Approach to Pricing in Carbon Markets (Q5349426) (← links)