Pricing Options on EU ETS Certificates with a Time-Varying Market Price of Risk Model (Q2801802)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing Options on EU ETS Certificates with a Time-Varying Market Price of Risk Model |
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Pricing Options on EU ETS Certificates with a Time-Varying Market Price of Risk Model (English)
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22 April 2016
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carbon market
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EUA futures
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risk-neutral valuation
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market price of risk
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option pricing
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