Modeling and Computation of CO<sub>2</sub>Allowance Derivatives Under Jump-Diffusion Processes (Q5153684)
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scientific article; zbMATH DE number 7405080
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modeling and Computation of CO<sub>2</sub>Allowance Derivatives Under Jump-Diffusion Processes |
scientific article; zbMATH DE number 7405080 |
Statements
Modeling and Computation of CO<sub>2</sub>Allowance Derivatives Under Jump-Diffusion Processes (English)
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30 September 2021
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\(\mathrm{CO}_2\) emission allowance
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option pricing
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jump diffusion
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fitted finite volume method
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partial integro-differential equation
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fast Fourier transform
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