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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...
Autores principales: | Chang, Shuhua, Wang, Xinyu |
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Formato: | Online Artículo Texto |
Lenguaje: | English |
Publicado: |
Public Library of Science
2015
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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 |
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