Optimal Stochastic Control and Carbon Price Formation - Research Collection

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Author

Carmona, René

Fehr, Max

Hinz, Juri

Date

2009

Type

Journal Article

Citations

Cited 35 times in Web of Science

ETH Bibliography

yes

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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 35 times in Web of Science

ETH Bibliography

yes

Altmetrics