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1
A Forward-Backward SDEs Approach to Pricing in Carbon Markets
Springer International Publishing
Jean-François Chassagneux
,
Hinesh Chotai
,
Mirabelle Muûls
emissions
price
market
stochastic
solution
backward
electricity
function
numerical
differential
equations
fbsdes
period
values
fuel
prices
bsdes
parameters
consider
bid
markets
terminal
linear
allowance
pricing
theorem
setting
functions
lipschitz
rate
probability
stack
fbsde
shown
allowances
assume
processes
dynamics
ϕ
climate
trading
uniqueness
coupled
dws
approach
approximation
demand
existence
ytπ
dimensional
Year:
2017
Language:
english
File:
PDF, 3.15 MB
Your tags:
0
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english, 2017
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