The Endogenous Price Dynamics of Emission Allowances and an Application to CO2Option Pricing
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Publication:5363228
DOI10.1080/1350486X.2011.639948zbMath1372.91079OpenAlexW3122368468MaRDI QIDQ5363228
Publication date: 5 October 2017
Published in: Applied Mathematical Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/1350486x.2011.639948
Derivative securities (option pricing, hedging, etc.) (91G20) Environmental economics (natural resource models, harvesting, pollution, etc.) (91B76)
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