4 resultados relacionados con "René Carmona".
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Artículo de revista
Risk-Neutral Models for Emission Allowance Prices and Option Valuation

environmental finance, emissions markets, cap-and-trade schemes, emission derivatives, Pollutant emissions, Law, Management science, Derivative contracts, Environmental policy, Stochastic processes, Civil law, Commerce, Instrumentation, Mathematics, Call options, Prices, Political science, Emission allowances, Pure mathematics, Technology, Pricing, Emissions...

Año de publicación: 2011

Artículo de revista
Market Design for Emission Trading Schemes

Pollutant emissions, Economic costs and benefits, Carbon dioxide emissions, Environmental policy, Pollution control, Profits, SURVEY and REVIEW, Production costs, Environmental engineering, Capital costs, Engineering, Political science, Emission allowances, Electricity, Financial accounting, Emissions trading, Environmental studies, Economic costs, Pollutant...

Año de publicación: 2010

Artículo de revista
SINGULAR FORWARD—BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS AND EMISSIONS DERIVATIVES

Pollutant emissions, Carbon dioxide emissions, Ontology, Partial differential equations, Environmental policy, Stochastic processes, Mathematics, Calculus, Political science, Emission allowances, Pure mathematics, Emissions trading, Environmental studies, Pollutants, Martingales, Differential calculus, Emissions policy, Boundary value problems, Environmental...

Año de publicación: 2013

Artículo de revista
Singular Forward-Backward Stochastic Differential Equations and Emissions Derivatives

Probability, Mathematics

Año de publicación: 2012