Pages that link to "Item:Q5349426"
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The following pages link to A Forward-Backward SDEs Approach to Pricing in Carbon Markets (Q5349426):
Displaying 9 items.
- A scenario-based integrated approach for modeling carbon price risk (Q1022426) (← links)
- Numerical approximation of singular forward-backward SDEs (Q2168288) (← links)
- Modeling carbon spot and futures price returns with GARCH and Markov switching GARCH models (Q2629585) (← links)
- PRICING AND HEDGING IN CARBON EMISSIONS MARKETS (Q3655552) (← links)
- Modeling and Computation of CO<sub>2</sub>Allowance Derivatives Under Jump-Diffusion Processes (Q5153684) (← links)
- Analytical and numerical solutions to ergodic control problems arising in environmental management (Q6066349) (← links)
- Markovian-switching systems: backward and forward-backward stochastic differential equations, mean-field interactions, and nonzero-sum differential games (Q6189684) (← links)
- Bridging socioeconomic pathways of \(\mathrm{CO}_2\) emission and credit risk (Q6549628) (← links)
- Fully coupled forward-backward stochastic differential equations driven by sub-diffusions (Q6592819) (← links)