Chassagneux, Jean-François
A Forward-Backward SDEs Approach to Pricing in Carbon Markets
1. A Description of the Carbon Markets and Their Role in Climate Change Mitigation
Jean-François Chassagneux, Hinesh Chotai, Mirabelle Muûls
2. Introduction to Forward-Backward Stochastic Differential Equations
Jean-François Chassagneux, Hinesh Chotai, Mirabelle Muûls
3. A Mathematical Model for Carbon Emissions Markets
Jean-François Chassagneux, Hinesh Chotai, Mirabelle Muûls
4. Numerical Approximation of FBSDEs
Jean-François Chassagneux, Hinesh Chotai, Mirabelle Muûls
5. A Case Study of the UK Energy Market
Jean-François Chassagneux, Hinesh Chotai, Mirabelle Muûls
Keywords: Mathematics, Probability Theory and Stochastic Processes, Mathematical Modeling and Industrial Mathematics, Energy Economics, Quantitative Finance, Energy Policy, Economics and Management, Statistics for Business/Economics/Mathematical Finance/Insurance
- Author(s)
- Chassagneux, Jean-François
- Chotai, Hinesh
- Muûls, Mirabelle
- Publisher
- Springer
- Publication year
- 2017
- Language
- en
- Edition
- 1
- Series
- Mathematics of Planet Earth
- Page amount
- 6 pages
- Category
- Natural Sciences
- Format
- Ebook
- eISBN (PDF)
- 9783319631158
- Printed ISBN
- 978-3-319-63114-1