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Pricing Financial Instruments Derivatives Inspired by Kyoto Protocol

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Datum

2007

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Environmental Informatics and Systems Research
Mathematical Modeling and Computer Simulation Methods and Algorithms

Verlag

Shaker Verlag

Zusammenfassung

In this paper the proposition of stochastic model which may be useful for pricing derivatives inspired by Kyoto Protocol is described. Based on neutral martingale method and Monte Carlo simulations the equation for price in case of European call option is provided.

Beschreibung

Nowak, Piotr; Romaniuk, Maciej (2007): Pricing Financial Instruments Derivatives Inspired by Kyoto Protocol. Environmental Informatics and Systems Research. Aachen: Shaker Verlag. Mathematical Modeling and Computer Simulation Methods and Algorithms. Warschau. 2007

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Environmental Informatics 2007