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A forward-backward SDEs approach to ...

Chassagneux, Jean-Francois.

A forward-backward SDEs approach to pricing in carbon markets

Record Type:	Electronic resources : Monograph/item
Title/Author:	A forward-backward SDEs approach to pricing in carbon marketsby Jean-Francois Chassagneux, Hinesh Chotai, Mirabelle Muuls.
Author:	Chassagneux, Jean-Francois.
other author:	Chotai, Hinesh.
Published:	Cham :Springer International Publishing :2017.
Description:	vi, 104 p. :ill., digital ;24 cm.
Contained By:	Springer eBooks
Subject:	Stochastic partial differential equations.
Online resource:	http://dx.doi.org/10.1007/978-3-319-63115-8
ISBN:	9783319631158$q(electronic bk.)

A forward-backward SDEs approach to pricing in carbon markets
Chassagneux, Jean-Francois.

A forward-backward SDEs approach to pricing in carbon markets[electronic resource] /by Jean-Francois Chassagneux, Hinesh Chotai, Mirabelle Muuls. - Cham :Springer International Publishing :2017. - vi, 104 p. :ill., digital ;24 cm. - Mathematics of planet earth. - Mathematics of planet earth..

1 A description of the carbon markets and their role in climate change mitigation -- 2 Introduction to Forward-Backward Stochastic Differential Equations -- 3 A mathematical model for carbon emissions markets -- 4 Numerical approximation of FBSDEs -- 5 A case study of the UK energy market -- References.

ISBN: 9783319631158$q(electronic bk.)

Standard No.: 10.1007/978-3-319-63115-8doiSubjects--Topical Terms:

199002
Stochastic partial differential equations.

LC Class. No.: QA274.25 / .C43 2017

Dewey Class. No.: 519.22

A forward-backward SDEs approach to pricing in carbon markets
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