Modelling multi-period carbon markets using singular forward backward SDEs
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- Jean-Franc{c}ois Chassagneux & Mohan Yang, 2021. "Numerical approximation of singular Forward-Backward SDEs," Papers 2106.15496, arXiv.org.
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NEP fields
This paper has been announced in the following NEP Reports:- NEP-ENE-2020-09-14 (Energy Economics)
- NEP-ENV-2020-09-14 (Environmental Economics)
- NEP-REG-2020-09-14 (Regulation)
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