On fair pricing of emission-related derivatives

Citation:
Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, 2009
Issue Date:
2009-01
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Research Paper Number: 257 Abstract: The climate rescue is on the top of many agendas. In thisc ontext, emission trading schemes are considered as promising tools. The regulatory framework of an emission trading scheme introduces a market for emission allowances and creates need for risk management by appropriate financial contracts. In this work, we address logical principles underlying their valuation.
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