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
Avainsanat: 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
- Tekijä(t)
- Chassagneux, Jean-François
- Chotai, Hinesh
- Muûls, Mirabelle
- Julkaisija
- Springer
- Julkaisuvuosi
- 2017
- Kieli
- en
- Painos
- 1
- Sarja
- Mathematics of Planet Earth
- Sivumäärä
- 6 sivua
- Kategoria
- Eksaktit luonnontieteet
- Tiedostomuoto
- E-kirja
- eISBN (PDF)
- 9783319631158
- Painetun ISBN
- 978-3-319-63114-1