A Forward-Backward SDEs Approach to Pricing in Carbon Markets, Jean-Fran?ois Chassagneux; Hinesh Chotai; Mirabell

Название: Stochastic Differential Equations, Backward SDEs, Partial Di
ISBN: 3319057138 ISBN-13(EAN): 9783319057132
Издательство: Springer
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Цена: 130430.00 T
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Описание: This research monograph presents results to researchers in stochastic calculus, forward and backward stochastic differential equations, connections between diffusion processes and second order partial differential equations (PDEs), and financial mathematics.

Автор: Bangzhu Zhu; Julien Chevallier
Название: Pricing and Forecasting Carbon Markets
ISBN: 3319576178 ISBN-13(EAN): 9783319576176
Издательство: Springer
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Цена: 83850.00 T
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Описание: It explores the related issues of pricing and forecasting the carbon market using theoretical models and empirical analyses, demonstrating how the carbon market, as a policy-based artificial market, is complex and influenced by both the market mechanisms and the external heterogeneous environments.

Автор: ?ukasz Delong
Название: Backward Stochastic Differential Equations with Jumps and Their Actuarial and Financial Applications
ISBN: 1447153308 ISBN-13(EAN): 9781447153306
Издательство: Springer
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Цена: 46570.00 T
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Описание: This book will help make backward stochastic differential equations (BSDEs) more accessible to those interested in applying these equations to actuarial and financial problems.

Автор: Qi L?; Xu Zhang
Название: General Pontryagin-Type Stochastic Maximum Principle and Backward Stochastic Evolution Equations in Infinite Dimensions
ISBN: 3319066315 ISBN-13(EAN): 9783319066318
Издательство: Springer
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Цена: 46570.00 T
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Описание: The classical Pontryagin maximum principle (addressed to deterministic finite dimensional control systems) is one of the three milestones in modern control theory.