Jump-diffusion modeling in emission markets

Publisher:
Taylor & Francis Inc
Publication Type:
Journal Article
Citation:
Stochastic Models, 2011, 27 (1), pp. 50 - 76
Issue Date:
2011-01
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Mandatory emission trading schemes are being established around the world. Participants of such market schemes are always exposed to risks. This leads to the creation of an accompanying market for emission-linked derivatives. To evaluate the fair prices
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