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The endogenous price dynamics of emission allowances and an application to CO2 option pricing


Chesney, Marc; Taschini, Luca (2012). The endogenous price dynamics of emission allowances and an application to CO2 option pricing. Applied Mathematical Finance, 19(5):447-475.

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Item Type:Journal Article, refereed, original work
Communities & Collections:03 Faculty of Economics > Department of Banking and Finance
Dewey Decimal Classification:330 Economics
Scopus Subject Areas:Social Sciences & Humanities > Finance
Physical Sciences > Applied Mathematics
Language:English
Date:15 November 2012
Deposited On:19 Sep 2011 11:25
Last Modified:23 Jan 2022 19:14
Publisher:Taylor & Francis
Series Name:NCCR FINRISK Working Paper Series
Number of Pages:31
OA Status:Green
Publisher DOI:https://doi.org/10.1080/1350486X.2011.639948
  • Language: English