Optimal Stochastic Control and Carbon Price Formation
Publication status
publishedJournal / series
SIAM Journal on Control and OptimizationVolume
Pages
Publisher
SIAMSubject
stochastic control; commodity options; environmental risk; carbon tradingOrganisational unit
03391 - Lüthi, Hans-Jakob
Notes
Received 1 October 2008, Accepted 27 March 2009, Published 17 June 2009.More
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