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.