A forward-backward SDEs approach to pricing in carbon markets

• 作者： Chassagneux, Jean-Francois, author.
• 其他作者：
  • Chotai, Hinesh, author.
  • Muuls, Mirabelle, author.
  • SpringerLink (Online service)
• 其他題名：
  • Mathematics of planet earth.
• 出版： Cham : Springer International Publishing :Imprint: Springer
• 叢書名： Mathematics of planet earth
• 主題： Stochastic partial differential equations. , Mathematics. , Probability Theory and Stochastic Processes. , Mathematical Modeling and Industrial Mathematics. , Energy Economics. , Quantitative Finance. , Energy Policy, Economics and Management. , Statistics for Business/Economics/Mathematical Finance/Insurance.
• ISBN： 9783319631158 (electronic bk.) 、 9783319631141 (paper)
• FIND@SFXID: CGU
• 資料類型: 電子書
• 內容註: 1 A description of the carbon markets and their role in climate change mitigation -- 2 Introduction to Forward-Backward Stochastic Differential Equations -- 3 A mathematical model for carbon emissions markets -- 4 Numerical approximation of FBSDEs -- 5 A case study of the UK energy market -- References.
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