Mingyu Fang

University of Waterloo - Department of Statistics and Actuarial Science

200 University Avenue West

Waterloo, Ontario N2L 3G1

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Society of Actuaries

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Valuation of Carbon Emission Allowances and Related Derivatives Under a Closed Trading Phase

Number of pages: 57 Posted: 19 Jun 2017
Mingyu Fang, Ken Seng Tan and Tony S. Wirjanto
University of Waterloo - Department of Statistics and Actuarial Science, University of Waterloo and University of Waterloo - School of Accounting and Finance
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Abstract:

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Climate change, Carbon dioxide, Valuation of carbon emission allowances, Market completeness, Market and information incompleteness, Analytical Analysis, Numerical Analysis.