Singular forward-backward stochastic differential equations and emissions derivatives

Keyphrases

• Forward-backward Stochastic Differential Equations 100%
• Emission Derivatives 100%
• Partial Differential Equations 50%
• Forward Dynamics 50%
• Existence Theory 50%
• Option Pricing 50%
• Terminal Condition 50%
• Indicator Function 50%
• Cap-and-trade Policy 50%
• CO2 Emission Allowances 50%
• First-order Taylor Expansion 50%
• Singular Terminal Condition 50%

Mathematics

• Stochastic Differential Equation 100%
• Partial Differential Equation 50%
• Simple Model 50%
• Existence Theory 50%
• Option Pricing 50%
• Indicator Function 50%
• Order Taylor Expansion 50%
• Differential Equation Estimate 50%

Economics, Econometrics and Finance

• Pricing 100%
• Cap and Trade 100%