Optimal Stochastic Control and Carbon Price Formation

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Author
Carmona, René
Fehr, Max
Hinz, Juri
Date
2009
Type
    Journal Article
Publication status
published
External links
Journal / series
SIAM Journal on Control and Optimization
Volume
48(4)
Pages / Article No.
2168 - 2190
Publisher
SIAM
Subject
stochastic control; commodity options; environmental risk; carbon trading
Organisational unit
03391 - Lüthi, Hans-Jakob  
Notes
Received 1 October 2008, Accepted 27 March 2009, Published 17 June 2009.
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