Market-Consistent Modeling for Cap-and-Trade Schemes and...

Market-Consistent Modeling for Cap-and-Trade Schemes and Application to Option Pricing

Barrieu, Pauline, Fehr, Max
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Volume:
62
Language:
english
Journal:
Operations Research
DOI:
10.1287/opre.2013.1242
Date:
April, 2014
File:
PDF, 417 KB
english, 2014
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