The Endogenous Price Dynamics of Emission Allowances and an Application to CO 2 Option Pricing

Applied Mathematical Finance

Volumn 19, Issue 5, 2012, Pages 447-475

  Chesney, Marc ^a,b   Taschini, Luca ^c  

^a UNIVERSITY OF ZURICH   (Switzerland)

^b SWISS FINANCE INSTITUTE   (Switzerland)

^c LONDON SCHOOL OF ECONOMICS   (United Kingdom)

Author keywords

Asymmetric information; environmental finance; European Emission Trading Scheme; trading decisions

Indexed keywords

EID: 84866719396     PISSN: 1350486X     EISSN: 14664313     Source Type: Journal    
DOI: 10.1080/1350486X.2011.639948     Document Type: Article

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