LIBROS DEL AUTOR: hinesh chotai

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  • A Forward-Backward SDEs Approach to Pricing in Carbon Markets
    Hinesh Chotai / Jean-François Chassagneux / 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 schemes. As a response to the risk of Climate Change, carbon markets are currently being implemented in regio...
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