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Contribution Details

Type Journal Article
Scope Discipline-based scholarship
Title The endogenous price dynamics of emission allowances and an application to CO2 option pricing
Organization Unit
Authors
  • Marc Chesney
  • Luca Taschini
Item Subtype Original Work
Refereed Yes
Status Published in final form
Language
  • English
Journal Title Applied Mathematical Finance
Publisher Taylor & Francis
Geographical Reach international
Volume 19
Number 5
Page Range 447 - 475
Date 2012
Digital Object Identifier 10.1080/1350486X.2011.639948
Other Identification Number merlin-id:3862
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