Risk-Neutral Pricing of Financial Instruments in Emission Markets: A Structural Approach
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References listed on IDEAS
- Juri Hinz & Alex Novikov, 2009. "On Fair Pricing of Emission-Related Derivatives," Research Paper Series 257, Quantitative Finance Research Centre, University of Technology, Sydney.
- Paul Leiby & Jonathan Rubin, 2001. "Intertemporal Permit Trading for the Control of Greenhouse Gas Emissions," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 19(3), pages 229-256, July.
- repec:wsi:ijtafx:v:12:y:2009:i:07:n:s021902490900552x is not listed on IDEAS
- René Aïd & Luciano Campi & Adrien Nguyen Huu & Nizar Touzi, 2009.
"A Structural Risk-Neutral Model Of Electricity Prices,"
International Journal of Theoretical and Applied Finance (IJTAF),
World Scientific Publishing Co. Pte. Ltd., vol. 12(07), pages 925-947.
- René Aid & Luciano Campi & Adrien Nguyen Huu & Nizar Touzi, 2009. "A structural risk-neutral model of electricity prices," Post-Print hal-00390690, HAL.
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NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2010-11-27 (All new papers)
- NEP-ENE-2010-11-27 (Energy Economics)
- NEP-ENV-2010-11-27 (Environmental Economics)
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