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"Market-Consistent Modeling for Cap-and-Trade Schemes and Application to ..."

Pauline Barrieu, Max Fehr (2014)

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DOI: 10.1287/OPRE.2013.1242

access: closed

type: Journal Article

metadata version: 2020-03-31

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Pauline Barrieu, Max Fehr:
Market-Consistent Modeling for Cap-and-Trade Schemes and Application to Option Pricing. Oper. Res. 62(2): 234-249 (2014)

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