Optimal stochastic control and carbon price formation
10.1137/080736910
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sg-nus-scholar.10635-1038772023-10-25T21:37:52Z Optimal stochastic control and carbon price formation Carmona, R. Fehr, M. Hinz, J. MATHEMATICS Carbon trading Commodity options Environmental risk Stochastic control 10.1137/080736910 SIAM Journal on Control and Optimization 48 4 2168-2190 SJCOD 2014-10-28T02:42:36Z 2014-10-28T02:42:36Z 2009 Article Carmona, R., Fehr, M., Hinz, J. (2009). Optimal stochastic control and carbon price formation. SIAM Journal on Control and Optimization 48 (4) : 2168-2190. ScholarBank@NUS Repository. https://doi.org/10.1137/080736910 03630129 http://scholarbank.nus.edu.sg/handle/10635/103877 000270194500006 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 |
Carbon trading Commodity options Environmental risk Stochastic control |
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Carbon trading Commodity options Environmental risk Stochastic control Carmona, R. Fehr, M. Hinz, J. Optimal stochastic control and carbon price formation |
| description |
10.1137/080736910 |
| author2 |
MATHEMATICS |
| author_facet |
MATHEMATICS Carmona, R. Fehr, M. Hinz, J. |
| format |
Article |
| author |
Carmona, R. Fehr, M. Hinz, J. |
| author_sort |
Carmona, R. |
| title |
Optimal stochastic control and carbon price formation |
| title_short |
Optimal stochastic control and carbon price formation |
| title_full |
Optimal stochastic control and carbon price formation |
| title_fullStr |
Optimal stochastic control and carbon price formation |
| title_full_unstemmed |
Optimal stochastic control and carbon price formation |
| title_sort |
optimal stochastic control and carbon price formation |
| publishDate |
2014 |
| url |
http://scholarbank.nus.edu.sg/handle/10635/103877 |
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1781787787456937984 |