An intertemporal pricing model for CO2 allowances: the impact of the clean development mechanism
Valacchi, Giulia (A.A. 2012/2013) An intertemporal pricing model for CO2 allowances: the impact of the clean development mechanism. Tesi di Laurea in Mathematical methods for economics and finance, LUISS Guido Carli, relatore Fausto Gozzi, pp. 37. [Master's Degree Thesis]
![[img]](http://tesi.luiss.it/style/images/fileicons/application_pdf.png) |
PDF (Full text)
Download (456kB) |
|
|
PDF (Sintesi)
Download (316kB) |
Abstract/Index
Literature review. The model. The main assumptions. Numerical validation.
References
Bibliografia: p. 21.
| Thesis Type: | Master's Degree Thesis |
|---|---|
| Institution: | LUISS Guido Carli |
| Degree Program: | Master's Degree Programs > Master's Degree Program in Economics and Finance (LM-56) |
| Chair: | Mathematical methods for economics and finance |
| Thesis Supervisor: | Gozzi, Fausto |
| Thesis Co-Supervisor: | Antonelli, Fabio |
| Academic Year: | 2012/2013 |
| Session: | Summer |
| Uncontrolled Keywords: | CO2 emission certificates. EU-ETS system. CDM projects. Stochastic optimal control. |
| Deposited by: | Maria Teresa Nisticò |
| Date Deposited: | 09 Nov 2013 12:29 |
| Last Modified: | 20 Nov 2018 11:33 |
| URI: | https://tesi.luiss.it/id/eprint/10547 |
Downloads
Downloads per month over past year
Repository Staff Only
 |
View Item |
