Optimal stochastic control and carbon price formation

Siam Publications
Publication Type:
Journal Article
SIAM Journal on Control and Optimization, 2009, 48 (4), pp. 2168 - 2190
Issue Date:
Full metadata record
Files in This Item:
Filename Description Size
Thumbnail2012004225OK.pdf1.96 MB
Adobe PDF
To meet the targets of the Kyoto Protocol, the European Union established the European Emission Trading Scheme, a mandatory market for carbon emission allowances. This regulatory framework has introduced a market for emission allowances and created a var
Please use this identifier to cite or link to this item: