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"Modelling Multiperiod Carbon Markets Using Singular Forward-Backward SDEs."

Jean-François Chassagneux, Hinesh Chotai, Dan Crisan (2023)

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DOI: 10.1287/MOOR.2022.1269

access: closed

type: Journal Article

metadata version: 2023-08-18

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Jean-François Chassagneux, Hinesh Chotai, Dan Crisan:
Modelling Multiperiod Carbon Markets Using Singular Forward-Backward SDEs. Math. Oper. Res. 48(1): 463-497 (2023)

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