Autore: Hinesh Chotai

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1 Ebook di Hinesh Chotai

Jean-François Chassagneux & Hinesh Chotai: A Forward-Backward SDEs Approach to Pricing in Carbon Markets
In Mathematical Finance, the authors consider a mathematical model for the pricing of emissions permits. The model has particular applicability to the European Union Emissions Trading System (EU ETS) …
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€64.19