Optimal stochastic control and carbon price formation

Optimal stochastic control and carbon price formation

10.1137/080736910

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Bibliographic Details
Main Authors: Carmona, R., Fehr, M., Hinz, J.
Other Authors: MATHEMATICS
Format: Article
Published: 2014
Subjects:
Carbon trading
Commodity options
Environmental risk
Stochastic control
Online Access:http://scholarbank.nus.edu.sg/handle/10635/103877
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Institution: National University of Singapore
Description
Summary:10.1137/080736910

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