Risk-neutral models for emission allowance prices and option valuation
10.1287/mnsc.1110.1358
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sg-nus-scholar.10635-1040652023-10-29T22:12:38Z Risk-neutral models for emission allowance prices and option valuation Carmona, R. Hinz, J. MATHEMATICS Cap-and-trade schemes Emission derivatives Emissions markets Environmental finance 10.1287/mnsc.1110.1358 Management Science 57 8 1453-1468 MSCIA 2014-10-28T02:44:50Z 2014-10-28T02:44:50Z 2011-08 Article Carmona, R., Hinz, J. (2011-08). Risk-neutral models for emission allowance prices and option valuation. Management Science 57 (8) : 1453-1468. ScholarBank@NUS Repository. https://doi.org/10.1287/mnsc.1110.1358 00251909 http://scholarbank.nus.edu.sg/handle/10635/104065 000293506000007 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 |
Cap-and-trade schemes Emission derivatives Emissions markets Environmental finance |
| spellingShingle |
Cap-and-trade schemes Emission derivatives Emissions markets Environmental finance Carmona, R. Hinz, J. Risk-neutral models for emission allowance prices and option valuation |
| description |
10.1287/mnsc.1110.1358 |
| author2 |
MATHEMATICS |
| author_facet |
MATHEMATICS Carmona, R. Hinz, J. |
| format |
Article |
| author |
Carmona, R. Hinz, J. |
| author_sort |
Carmona, R. |
| title |
Risk-neutral models for emission allowance prices and option valuation |
| title_short |
Risk-neutral models for emission allowance prices and option valuation |
| title_full |
Risk-neutral models for emission allowance prices and option valuation |
| title_fullStr |
Risk-neutral models for emission allowance prices and option valuation |
| title_full_unstemmed |
Risk-neutral models for emission allowance prices and option valuation |
| title_sort |
risk-neutral models for emission allowance prices and option valuation |
| publishDate |
2014 |
| url |
http://scholarbank.nus.edu.sg/handle/10635/104065 |
| _version_ |
1781787816580087808 |