LSE creators

Number of items: 4.
None
  • Barrieu, Pauline, Fehr, Max (2014). Market-consistent modeling for cap-and-trade schemes and application to option pricing. Operations Research, 62(2), 234-249. https://doi.org/10.1287/opre.2013.1242
    • Public
  • Barrieu, Pauline, Fehr, Max (2011). Integrated EUA and CER price modeling and application for spread option pricing. (Centre for Climate Change Economics and Policy and Grantham Research Institute on Climate Change and the Environment working papers 40). Centre for Climate Change Economics and Policy and Grantham Research Institute on Climate Change and the Environment.
  • Hinz, Juri, Fehr, Max (2010). Storage costs in commodity option pricing. SIAM Journal on Financial Mathematics, 1(1), 729-751. https://doi.org/10.1137/090746586
  • Carmona, Rene, Fehr, Max, Hinz, Juri (2009). Properly designed emissions trading schemes do work! (Centre for Climate Change Economics and Policy and Grantham Research Institute on Climate Change and the Environment 12). Centre for Climate Change Economics and Policy and Grantham Research Institute on Climate Change and the Environment.