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

Λεπτομέρειες βιβλιογραφικής εγγραφής
Κύριοι συγγραφείς: Howison, S, Schwarz, D
Μορφή: Journal article
Έκδοση: 2012
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author Howison, S
Schwarz, D
author_facet Howison, S
Schwarz, D
author_sort Howison, S
collection OXFORD
description
first_indexed 2024-03-07T03:38:23Z
format Journal article
id oxford-uuid:bd0e7c8a-0af2-469d-9390-4c024596c6a8
institution University of Oxford
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publishDate 2012
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spelling oxford-uuid:bd0e7c8a-0af2-469d-9390-4c024596c6a82022-03-27T05:28:53Z Risk-Neutral Pricing of Financial Instruments in Emission Markets: A Structural ApproachJournal articlehttp://purl.org/coar/resource_type/c_dcae04bcuuid:bd0e7c8a-0af2-469d-9390-4c024596c6a8Symplectic Elements at Oxford2012Howison, SSchwarz, D
spellingShingle Howison, S
Schwarz, D
Risk-Neutral Pricing of Financial Instruments in Emission Markets: A Structural Approach
title Risk-Neutral Pricing of Financial Instruments in Emission Markets: A Structural Approach
title_full Risk-Neutral Pricing of Financial Instruments in Emission Markets: A Structural Approach
title_fullStr Risk-Neutral Pricing of Financial Instruments in Emission Markets: A Structural Approach
title_full_unstemmed Risk-Neutral Pricing of Financial Instruments in Emission Markets: A Structural Approach
title_short Risk-Neutral Pricing of Financial Instruments in Emission Markets: A Structural Approach
title_sort risk neutral pricing of financial instruments in emission markets a structural approach
work_keys_str_mv AT howisons riskneutralpricingoffinancialinstrumentsinemissionmarketsastructuralapproach
AT schwarzd riskneutralpricingoffinancialinstrumentsinemissionmarketsastructuralapproach