Pages that link to "Item:Q5153684"
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The following pages link to Modeling and Computation of CO<sub>2</sub>Allowance Derivatives Under Jump-Diffusion Processes (Q5153684):
Displaying 4 items.
- Pricing of American carbon emission derivatives and numerical method under the mixed fractional Brownian motion (Q2039197) (← links)
- Model and numerical methods for pricing renewable energy certificate derivatives (Q2684158) (← 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)