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

Nyckelord: 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