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

Author: 

Howison, S
Schwarz, D

Publication Date: 

2012

Journal: 

SIAM Journal on Financial Mathematics

Last Updated: 

2019-04-17T01:50:44.017+01:00

Volume: 

3

DOI: 

10.1137/100815219

page: 

709-739

Symplectic id: 

365145

Submitted to ORA: 

Not Submitted

Publication Type: 

Journal Article