Risk-Neutral Pricing of Financial Instruments in Emission Markets: A Structural Approach

Sam D. Howison, Daniel C. Schwarz. Risk-Neutral Pricing of Financial Instruments in Emission Markets: A Structural Approach. SIAM J. Financial Math., 3(1):709-739, 2012. [doi]

Authors

Sam D. Howison

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Daniel C. Schwarz

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