Pages that link to "Item:Q2875594"
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The following pages link to Market-consistent modeling for cap-and-trade schemes and application to option pricing (Q2875594):
Displaying 13 items.
- Emission allowance as a derivative on commodity-spread (Q356764) (← links)
- Cap-and-trade properties under different hybrid scheme designs (Q621037) (← links)
- Estimation of Lévy-driven Ornstein-Uhlenbeck processes: application to modeling of \(\mathrm{CO}_2\) and fuel-switching (Q1699079) (← links)
- The impacts of e-tailer's private label on the sales mode selection: from the perspectives of economic and environmental sustainability (Q2242305) (← 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)
- Cap-and-trade under transactions costs and factor irreversibility (Q2403452) (← links)
- Risk Aversion in Modeling of Cap-and-Trade Mechanism and Optimal Design of Emission Markets (Q2801797) (← links)
- Risk-neutral models for emission allowance prices and option values (Q2870453) (← links)
- A Forward-Backward SDEs Approach to Pricing in Carbon Markets (Q5349426) (← links)
- Environmental policies in a Stackelberg differential game (Q6079105) (← links)
- Business models for public emission reduction projects (Q6161914) (← links)
- Logistics sourcing of e-commerce firms considering promised delivery time and environmental sustainability (Q6572833) (← links)