Forward-Backward SDEs Approach to Pricing in Carbon Markets
-15%
portes grátis
Forward-Backward SDEs Approach to Pricing in Carbon Markets
Chassagneux, Jean-Francois; Chotai, Hinesh; Muuls, Mirabelle
Springer International Publishing AG
10/2017
104
Mole
Inglês
9783319631141
15 a 20 dias
In Mathematical Finance, the authors consider a mathematical model for the pricing of emissions permits.
1 A description of the carbon markets and their role in climate change mitigation.- 2 Introduction to Forward-Backward Stochastic Differential Equations.- 3 A mathematical model for carbon emissions markets.- 4 Numerical approximation of FBSDEs.- 5 A case study of the UK energy market.- References.
Este título pertence ao(s) assunto(s) indicados(s). Para ver outros títulos clique no assunto desejado.
In Mathematical Finance, the authors consider a mathematical model for the pricing of emissions permits.
1 A description of the carbon markets and their role in climate change mitigation.- 2 Introduction to Forward-Backward Stochastic Differential Equations.- 3 A mathematical model for carbon emissions markets.- 4 Numerical approximation of FBSDEs.- 5 A case study of the UK energy market.- References.
Este título pertence ao(s) assunto(s) indicados(s). Para ver outros títulos clique no assunto desejado.
