Journal article
JUMP-DIFFUSION MODELING IN EMISSION MARKETS
Konstantin Borovkov, Geoffrey Decrouez, Juri Hinz
Stochastic Models | TAYLOR & FRANCIS INC | Published : 2011
Grants
Awarded by ARC
Awarded by National University of Singapore
Awarded by Risk Management Institute at the National University of Singapore
Funding Acknowledgements
Research supported by the ARC Discovery Grant DP088069, the Start-up grant R-146-000-107-133 of the National University of Singapore and the research grants WBS R-703-000-020-720/C703000 of the Risk Management Institute at the National University of Singapore.