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Risk-Neutral Pricing of Financial Instruments in Emission Markets: A Structural Approach

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APA Style

Howison, S., & Schwarz, D. (2012). Risk-Neutral Pricing of Financial Instruments in Emission Markets: A Structural Approach. SIAM Journal on Financial Mathematics, 3(1), 709–739.

MLA Style

Howison, S., and D. Schwarz. “ Risk-Neutral Pricing of Financial Instruments in Emission Markets: A Structural Approach.” SIAM Journal on Financial Mathematics, vol. 3, no. 1, 2012, pp. 709–39.

Chicago Style

Howison, S, and D Schwarz. 2012. “ Risk-Neutral Pricing of Financial Instruments in Emission Markets: A Structural Approach.” SIAM Journal on Financial Mathematics 3 (1): 709–39.
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Publisher copy:: 10.1137/100815219

Authors

+ Howison, S More by this author

Institution:: University of Oxford
Division:: MPLS
Department:: Mathematical Institute
Role:: Author

+ Schwarz, D More by this author

Role:: Author

Journal:: SIAM Journal on Financial Mathematics More from this journal
Volume:: 3
Issue:: 1
Pages:: 709-739
Publication date:: 2012-11-08
DOI:: 10.1137/100815219
EISSN:: 1945-497X

Pubs id:: pubs:365145
UUID:: uuid:bd0e7c8a-0af2-469d-9390-4c024596c6a8
Local pid:: pubs:365145
Source identifiers:: 365145
Deposit date:: 2013-11-17

Terms of use

Copyright date:: 2012

Licence:: Terms and Conditions of Use for Oxford University Research Archive

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