Optimal stochastic control and carbon price formation

SIAM Journal on Control and Optimization

Volumn 48, Issue 4, 2009, Pages 2168-2190

  Carmona, René ^a   Fehr, Max ^b   Hinz, Juri ^c  

^a Princeton University   (United States)

^b ETH ZURICH   (Switzerland)

^c NATIONAL UNIVERSITY OF SINGAPORE   (Singapore)

Author keywords

Carbon trading; Commodity options; Environmental risk; Stochastic control

Indexed keywords

CARBON EMISSIONS; CARBON PRICE; CARBON TRADING; COMMODITY OPTIONS; ECONOMIC MECHANISMS; EMISSION ALLOWANCES; EMISSION TRADING SCHEME; ENVIRONMENTAL RISK; EQUILIBRIUM MODELS; EUROPEAN UNION; KYOTO PROTOCOL; OPTIMAL STOCHASTIC CONTROL; PRICE FORMATION; REGULATORY FRAMEWORKS; STOCHASTIC CONTROL; ENVIRONMENTAL RISKS;

COMMERCE; COSTS; EMISSION CONTROL; INTERNATIONAL LAW; RISK ANALYSIS; RISK MANAGEMENT; STOCHASTIC CONTROL SYSTEMS;

STOCHASTIC MODELS;

EID: 67949111169     PISSN: 03630129     EISSN: None     Source Type: Journal    
DOI: 10.1137/080736910     Document Type: Article

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