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Jump-Diffusion Modeling in Emission Markets - MaRDI portal

Jump-Diffusion Modeling in Emission Markets (Q4906407)

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scientific article; zbMATH DE number 6135650
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English
Jump-Diffusion Modeling in Emission Markets
scientific article; zbMATH DE number 6135650

    Statements

    title
    Jump-Diffusion Modeling in Emission Markets (English)
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    author
    Geoffrey Decrouez
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    Juri Hinz
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    Konstantin A. Borovkov
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    publication date
    11 February 2013
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    Identifiers

    Mathematics Subject Classification ID
    91B70
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    91B76
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    91G50
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    60J75
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    91B60
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    93E20
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    zbMATH DE Number
    6135650
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    OpenAlex ID
    W2100430060
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    arXiv ID
    1001.3728
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