On fair pricing of emission-related derivatives
- Citation:
- 2010
- Issue Date:
- 2010-11-01
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Tackling climate change is at the top of many agendas. In this context, emission trading schemes are considered as promising tools. The regulatory framework for an emission trading scheme introduces a market for emission allowances and creates a need for risk management by appropriate financial contracts. In this work, we address logical principles underlying their valuation.
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