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

Sam D. Howison Daniel C. Schwarz

Published in: SIAM J. Financial Math. (2012)

Keyphrases

risk neutral
financial markets
risk averse
stock market
stock price
risk aversion
portfolio selection
risk sensitive
utility function
portfolio management
risk management
exchange rate
decision makers
expected utility
objective function
financial data
pricing strategies
supply chain