All ebooks by Hinesh Chotai in PDF and EPUB
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All ebooks by Hinesh Chotai in PDF and EPUB


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Download this eBook A Forward-Backward SDEs Approach to Pricing in Carbon Markets
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A Forward-Backward SDEs Approach to Pricing in Carbon Markets

Jean-François Chassagneux , Hinesh Chotai , Mirabelle Muûls

In Mathematical Finance, the authors consider a mathematical model for the pricing of emissions permits. The model has particular applicability to the European Union Emissions Trading System (EU ETS) but could also be used to consider the modeling of other cap-and-trade...

Publication date: 2017-10-05
Format: PDF, ePub
Publisher: Springer
Collection: Mathematics of Planet Earth
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