Risk-Neutral Models for Emission Allowance Prices and Option Valuation
Author:
Publisher
Institute for Operations Research and the Management Sciences (INFORMS)
Subject
Management Science and Operations Research,Strategy and Management
Link
https://pubsonline.informs.org/doi/pdf/10.1287/mnsc.1110.1358
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1. Maximum Likelihood Estimation of Discretely Sampled Diffusions: A Closed-form Approximation Approach
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5. Market Design for Emission Trading Schemes
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