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

Sam D. Howison Daniel C. Schwarz

Published in: SIAM Rev. (2015)

Keyphrases

risk neutral
financial markets
risk averse
risk aversion
stock market
portfolio selection
stock price
utility function
risk sensitive
exchange rate
risk management
stochastic programming
portfolio management
pricing strategies
decision makers
short term
stock exchange