Author:
Carmona René,Delarue François
Publisher
Springer Science and Business Media LLC
Subject
Statistics, Probability and Uncertainty,Statistics and Probability,Analysis
Reference20 articles.
1. Antonelli, F.: Backward-forward stochastic differential equations. Ann. Appl. Probab. 3, 777–793 (1993)
2. Carmona, R., Delarue, F., Espinoza, G.E., Touzi, N.: Singular forward-backward stochastic differential equations and emission derivatives. Ann. Appl. Probab. (2012, in press)
3. Carmona, R., Fehr, F., Hinz, J., Porchet, A.: Market designs for emissions trading schemes. SIAM Rev. 52, 403–452 (2010)
4. Carmona, R., Fehr, M., Hinz, J.: Optimal stochastic control and carbon price formation. SIAM J. Control Optim. 48(12), 2168–2190 (2009)
5. Chesney, M., Taschini, L.: The endogenous price dynamics of the emission allowances: an application to CO2 option pricing. Technical report, Swiss Finance Institute Research Paper No. 08–02; EFA 2008 Athens Meetings Paper. http://ssrn.com/abstract=1090150 (2009)
Cited by
6 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献