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Binary martingales and option pricing: 1) Reduced form models; 2) Perturbation methods
Discrete time competitive equilibrium models for cap-and-trade schemes and the carbon tax
Discrete time competitive equilibrium models for cap-and-trade schemes and the clean development mechanism
Energy and emissions markets, and the existing cap-and-trade schemes
Examples of linear-quadratic stochastic games in environmental finance
Game theory, Nash equilibrium, and electricity prices with strategic market players
Implementation of a simple model: first example
Implementation of a simple model: second example
Mathematical models for allocation mechanisms and cost distribution
Probabilistic Approach to Mean Field Games and the Control of McKean-Vlasov Dynamics
Singular BSDEs appearing in cap-and-trade models
Stochastic games: Pontryagin maximum principle and the Isaacs conditions
Stochastic optimization and first continuous time models of cap-and-trade schemes