Hinesh Chotai: 1 book
by Hinesh Chotai, Mirabelle Muûls, Jean-François Chassagneux
Language: English
Release Date: October 5, 2017
Language: English
Release Date: October 5, 2017
In Mathematical Finance, the authors consider a mathematical model for the pricing of emissions permits. The model has particular applicability to the European Union Emissions Trading System (EU ETS) but could also be used to consider the modeling of other cap-and-trade schemes. As a response to the...
