Sam Howison, Daniel Schwarz. Risk-Neutral Pricing of Financial Instruments in Emission Markets: A Structural Approach. SIAM Review, 57(1):95-127, 2015. [doi]
@article{HowisonS15,
title = {Risk-Neutral Pricing of Financial Instruments in Emission Markets: A Structural Approach},
author = {Sam Howison and Daniel Schwarz},
year = {2015},
doi = {10.1137/140987365},
url = {http://dx.doi.org/10.1137/140987365},
researchr = {https://researchr.org/publication/HowisonS15},
cites = {0},
citedby = {0},
journal = {SIAM Review},
volume = {57},
number = {1},
pages = {95-127},
}