Optimal Stochastic Control and Carbon Price Formation - Research Collection

Metadata only

Author

Carmona, René

Fehr, Max

Hinz, Juri

Date

2009

Type

Journal Article

Citations

Cited 33 times in Web of Science

Cited 37 times in Scopus

ETH Bibliography

yes

Altmetrics

Publication status

published

External links

https://doi.org/10.1137/080736910

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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Show all metadata

Citations

Cited 33 times in Web of Science

Cited 37 times in Scopus

ETH Bibliography

yes

Altmetrics