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Modelling and Computation in the Valuation of Carbon Derivatives with Stochastic Convenience Yields

The anthropogenic greenhouse gas (GHG) emission has risen dramatically during the last few decades, which mainstream researchers believe to be the main cause of climate change, especially the global warming. The mechanism of market-based carbon emission trading is regarded as a policy instrument to...

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Detalles Bibliográficos
Autores principales: Chang, Shuhua, Wang, Xinyu
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Public Library of Science 2015
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC4444343/
https://www.ncbi.nlm.nih.gov/pubmed/26010900
http://dx.doi.org/10.1371/journal.pone.0125679