Carmona Ren

Ren Carmona

Information about the author Ren Carmona will soon be added to the site.
Found 2 papers in total
Risk‐Neutral Models for Emission Allowance Prices and Option Valuation
2011
The existence of mandatory emission trading schemes in Europe and the United States,...
Optimal Multiple Stopping of Linear Diffusions
2008
Motivated by the analysis of financial instruments with multiple exercise rights of...
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