Derivative Pricing and Empirical Analysis in CO2 Emission Allowance: Mean Reversion, Stochastic Volatility, and Jump Risks
博士 === 國立政治大學 === 金融學系 === 105 === Reducing the emission of greenhouse gases has become a major task for countries all over the world. To help the member states achieve the reduction target, EU emissions trading system (EU ETS) is constructed by European Commission, so that the emission allowance be...
| Main Authors: | , |
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| Format: | Others |
| Language: | en_US |
| Online Access: | http://ndltd.ncl.edu.tw/handle/v467g3 |