On fair pricing of emission-related derivatives
Hinz, Juri ; Novikov, Alex
Bernoulli, Tome 16 (2010) no. 1, p. 1240-1261 / Harvested from Project Euclid
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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.
Publié le : 2010-11-15
Classification:  emission derivatives,  environmental risk 
@article{1290092905,
     author = {Hinz, Juri and Novikov, Alex},
     title = {On fair pricing of emission-related derivatives},
     journal = {Bernoulli},
     volume = {16},
     number = {1},
     year = {2010},
     pages = { 1240-1261},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1290092905}
}

Hinz, Juri; Novikov, Alex. On fair pricing of emission-related derivatives. Bernoulli, Tome 16 (2010) no. 1, pp.  1240-1261. http://gdmltest.u-ga.fr/item/1290092905/