On fair pricing of emission-related derivatives
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Publication:627301
DOI10.3150/09-BEJ242zbMath1232.91665arXiv1011.5792OpenAlexW3098187905MaRDI QIDQ627301
Publication date: 28 February 2011
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1011.5792
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- The Endogenous Price Dynamics of Emission Allowances and an Application to CO2Option Pricing
- Valuing American Options by Simulation: A Simple Least-Squares Approach
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