Skip to main content alibris logo

A Forward-Backward Sdes Approach to Pricing in Carbon Markets

by , ,

Write The First Customer Review
A Forward-Backward Sdes Approach to Pricing in Carbon Markets - Chassagneux, Jean-François, and Chotai, Hinesh, and Muûls, Mirabelle
Filter Results
Item Condition
Seller Rating
Other Options
Change Currency

Contains a case study of the UK energy market Provides a description of carbon markets, which are being implemented worldwide, and their role in the mitigations of climate change Contains an introduction to forward-backward stochastic differential equations (FBSDE) and their application to carbon markets

loading
A Forward-Backward Sdes Approach to Pricing in Carbon Markets 2017, Springer, Cham

ISBN-13: 9783319631141

2017 edition

Trade paperback