Skip to main content
1 - 13 of 13 results
Stochastic optimization and first continuous time models of cap-and-trade schemes
Stochastic games: Pontryagin maximum principle and the Isaacs conditions
Singular BSDEs appearing in cap-and-trade models
Probabilistic Approach to Mean Field Games and the Control of McKean-Vlasov Dynamics
Mathematical models for allocation mechanisms and cost distribution
Implementation of a simple model: second example
Implementation of a simple model: first example
Game theory, Nash equilibrium, and electricity prices with strategic market players
Examples of linear-quadratic stochastic games in environmental finance
Energy and emissions markets, and the existing cap-and-trade schemes
Discrete time competitive equilibrium models for cap-and-trade schemes and the clean development mechanism
Discrete time competitive equilibrium models for cap-and-trade schemes and the carbon tax
Binary martingales and option pricing: 1) Reduced form models; 2) Perturbation methods