Risk-neutral models for emission allowance prices and option valuation

10.1287/mnsc.1110.1358

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Bibliographic Details
Main Authors: Carmona, R., Hinz, J.
Other Authors: MATHEMATICS
Format: Article
Published: 2014
Subjects:
Online Access:http://scholarbank.nus.edu.sg/handle/10635/104065
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Institution: National University of Singapore