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A forward-backward SDEs approach to ...

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A forward-backward SDEs approach to pricing in carbon markets

紀錄類型:	書目-語言資料,印刷品 : Monograph/item
正題名/作者:	A forward-backward SDEs approach to pricing in carbon markets/ by Jean-Francois Chassagneux, Hinesh Chotai, Mirabelle Muuls.
作者:	Chassagneux, Jean-Francois.
其他作者:	Chotai, Hinesh.
出版者:	Cham :Springer International Publishing : : 2017.,
面頁冊數:	vi, 104 p. :ill., digital ; : 24 cm.;
Contained By:	Springer eBooks
標題:	Stochastic partial differential equations. -
電子資源:	http://dx.doi.org/10.1007/978-3-319-63115-8
ISBN:	9783319631158

A forward-backward SDEs approach to pricing in carbon markets
Chassagneux, Jean-Francois.

A forward-backward SDEs approach to pricing in carbon markets[electronic resource] /by Jean-Francois Chassagneux, Hinesh Chotai, Mirabelle Muuls. - Cham :Springer International Publishing :2017. - vi, 104 p. :ill., digital ;24 cm. - Mathematics of planet earth. - Mathematics of planet earth..

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.

ISBN: 9783319631158

Standard No.: 10.1007/978-3-319-63115-8doiSubjects--Topical Terms:

678164
Stochastic partial differential equations.

LC Class. No.: QA274.25 / .C43 2017

Dewey Class. No.: 519.22

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