Pricing of Options on European CO2 Allowance Futures using Discontinous Galerkin Method
Date
2020
Authors
Journal Title
Journal ISSN
Volume Title
Publisher
SciBulCom Ltd.
Abstract
Description
Subject(s)
carbon allowance derivative, futures options, European call, carbon pricing equation, discontinuous Galerkin method, experimental analysis, numerical solution
Citation
Item identifier
ISSN
1311-5065