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Modelling and Computation in the Valuation of Carbon Derivatives with Stochastic Convenience Yields

The anthropogenic greenhouse gas (GHG) emission has risen dramatically during the last few decades, which mainstream researchers believe to be the main cause of climate change, especially the global warming. The mechanism of market-based carbon emission trading is regarded as a policy instrument to...

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Bibliografische gegevens
Gepubliceerd in:PLoS One
Hoofdauteurs: Chang, Shuhua, Wang, Xinyu
Formaat: Artigo
Taal:Inglês
Gepubliceerd in: Public Library of Science 2015
Onderwerpen:
Online toegang:https://ncbi.nlm.nih.gov/pmc/articles/PMC4444343/
https://ncbi.nlm.nih.gov/pubmed/26010900
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1371/journal.pone.0125679
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