延期 发表于 2025-3-26 23:41:01

Francesca Crozier-Roche,Joy Fillinghamcer and a “green” competitor. Both producers dynamically make decisions regarding their production rates; in addition the exhaustible producer optimizes search for new reserves. The aggregate price earned by the producers switches between high and low demand regimes with exogenously given holding ra

焦虑 发表于 2025-3-27 01:16:35

Clive Sealey,Peter Unwin,Joy Fillinghamstock) that depletes over time, while the others can produce indefinitely with no such quantity restriction. We think of the first player as producing energy from a fossil fuel such as oil, which is an exhaustible resource, while the others are producing from renewables. All players have costs of pr

脆弱吧 发表于 2025-3-27 07:41:08

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Magisterial 发表于 2025-3-27 10:26:47

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不能仁慈 发表于 2025-3-27 16:45:28

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prostate-gland 发表于 2025-3-27 20:49:11

Game Theory Analysis for Carbon Auction Market Through Electricity Market Couplingwances on an auction carbon market. The producers’ strategies integrate the coupling of the two markets via the cost functions of the electricity production. We set out a clear Nash equilibrium on the power market that can be used to compute equilibrium prices on both markets as well as the related electricity produced and CO. emissions released.

不能仁慈 发表于 2025-3-28 00:26:31

Social Policy in a Development ContextWe introduce a new representation of the bivariate normal distribution to first give a short derivation of the classic Margrabe exchange-option formula, using elementary integration methods. The second application is a new and simple technique to provide an accurate lower bound for the value of a spread option with a nonzero strike.

Brochure 发表于 2025-3-28 03:05:06

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绕着哥哥问 发表于 2025-3-28 07:28:38

Commodities, Energy and Environmental Finance978-1-4939-2733-3Series ISSN 1069-5265 Series E-ISSN 2194-1564

音乐等 发表于 2025-3-28 11:48:16

Social Policy in Indian Developmenteld can be used to describe complex dependencies between commodities while staying in a tractable multivariate martingale framework. Moreover, we study in detail how spread options can be priced in our new ambit framework. Here we consider both calendar spreads written on one commodity as well as spread options on different commodity futures.
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查看完整版本: Titlebook: Commodities, Energy and Environmental Finance; René Aïd,Michael Ludkovski,Ronnie Sircar Book 2015 Springer Science+Business Media New York