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math.ST2010
On fair pricing of emission-related derivatives
Juri Hinz, Alex Novikov
Tackling climate change is at the top of many agendas. In this context, emission trading schemes are considered as promising tools. The regulatory framework for an emission trading…
q-fin.PR2010
Jump-diffusion modeling in emission markets
K. Borovkov, G. Decrouez, J. Hinz
Mandatory emission trading schemes are being established around the world. Participants of such market schemes are always exposed to risks. This leads to the creation of an accompa…