Jump-diffusion modeling in emission markets
10.1080/15326349.2011.542726
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sg-nus-scholar.10635-1034592023-10-29T22:09:31Z Jump-diffusion modeling in emission markets Borovkov, K. Decrouez, G. Hinz, J. MATHEMATICS Environmental finance Jump-diffusion models Market equilibrium Risk-neutral pricing Stochastic modeling for emission trading 10.1080/15326349.2011.542726 Stochastic Models 27 1 50-76 2014-10-28T02:37:31Z 2014-10-28T02:37:31Z 2011-01 Article Borovkov, K., Decrouez, G., Hinz, J. (2011-01). Jump-diffusion modeling in emission markets. Stochastic Models 27 (1) : 50-76. ScholarBank@NUS Repository. https://doi.org/10.1080/15326349.2011.542726 15326349 http://scholarbank.nus.edu.sg/handle/10635/103459 000290429500004 Scopus |
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National University of Singapore |
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NUS Library |
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Asia |
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Singapore Singapore |
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NUS Library |
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ScholarBank@NUS |
| topic |
Environmental finance Jump-diffusion models Market equilibrium Risk-neutral pricing Stochastic modeling for emission trading |
| spellingShingle |
Environmental finance Jump-diffusion models Market equilibrium Risk-neutral pricing Stochastic modeling for emission trading Borovkov, K. Decrouez, G. Hinz, J. Jump-diffusion modeling in emission markets |
| description |
10.1080/15326349.2011.542726 |
| author2 |
MATHEMATICS |
| author_facet |
MATHEMATICS Borovkov, K. Decrouez, G. Hinz, J. |
| format |
Article |
| author |
Borovkov, K. Decrouez, G. Hinz, J. |
| author_sort |
Borovkov, K. |
| title |
Jump-diffusion modeling in emission markets |
| title_short |
Jump-diffusion modeling in emission markets |
| title_full |
Jump-diffusion modeling in emission markets |
| title_fullStr |
Jump-diffusion modeling in emission markets |
| title_full_unstemmed |
Jump-diffusion modeling in emission markets |
| title_sort |
jump-diffusion modeling in emission markets |
| publishDate |
2014 |
| url |
http://scholarbank.nus.edu.sg/handle/10635/103459 |
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1781787733269676032 |