Equilibrium pricing of contingent claims in tradable permit markets

Journal of Futures Markets ◽

10.1002/fut.20430 ◽

2009 ◽

pp. n/a-n/a ◽

Cited By ~ 8

Author(s):

Masaaki Kijima ◽

Akira Maeda ◽

Katsumasa Nishide

Keyword(s):

Contingent Claims ◽

Equilibrium Pricing ◽

Permit Markets ◽

Tradable Permit

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Bankruptcy Risk and the Performance of Tradable Permit Markets

SSRN Electronic Journal ◽

10.2139/ssrn.1014386 ◽

2007 ◽

Cited By ~ 1

Author(s):

John Stranlund ◽

Wei Zhang

Keyword(s):

Bankruptcy Risk ◽

Permit Markets ◽

Tradable Permit

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Discussion: Tradable permit markets

Environmental Economics, Experimental Methods ◽

10.4324/9780203935361-15 ◽

2007 ◽

pp. 153-162

Keyword(s):

Permit Markets ◽

Tradable Permit

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Impact of banking and forward contracts on tradable permit markets

Environmental Economics and Policy Studies ◽

10.1007/bf03353932 ◽

2004 ◽

Vol 6 (2) ◽

pp. 81-102 ◽

Cited By ~ 32

Author(s):

Akira Maeda

Keyword(s):

Forward Contracts ◽

Permit Markets ◽

Tradable Permit

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Moral positions on tradable permit markets

Handbook on Energy and Climate Change ◽

10.4337/9780857933690.00032 ◽

2013 ◽

pp. 490-499

Author(s):

Snorre Kverndokk

Keyword(s):

Permit Markets ◽

Tradable Permit

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Transaction Costs and Tradable Permit Markets: The United States Lead Phasedown

SSRN Electronic Journal ◽

10.2139/ssrn.1082596 ◽

1998 ◽

Cited By ~ 21

Author(s):

Suzi Kerr ◽

David C. Maré

Keyword(s):

United States ◽

Transaction Costs ◽

The United States ◽

Permit Markets ◽

Tradable Permit

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Emissions variability in tradable permit markets with imperfect enforcement and banking

Journal of Economic Behavior & Organization ◽

10.1016/j.jebo.2005.02.007 ◽

2006 ◽

Vol 61 (2) ◽

pp. 199-216 ◽

Cited By ~ 59

Author(s):

Timothy N. Cason ◽

Lata Gangadharan

Keyword(s):

Permit Markets ◽

Tradable Permit

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A chaos expansion approach for the pricing of contingent claims

The Journal of Computational Finance ◽

10.21314/jcf.2015.299 ◽

2015 ◽

Vol 18 (3) ◽

pp. 27-58 ◽

Cited By ~ 10

Author(s):

Hideharu Funahashi ◽

Masaaki Kijima

Keyword(s):

Contingent Claims ◽

Chaos Expansion

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Repeated Career Options: A Contingent Claims Approach

SSRN Electronic Journal ◽

10.2139/ssrn.1003659 ◽

2007 ◽

Cited By ~ 1

Author(s):

Jonathan Treussard

Keyword(s):

Contingent Claims ◽

Career Options

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The Pricing of Interest Rate Contingent Claims

SSRN Electronic Journal ◽

10.2139/ssrn.1482911 ◽

1998 ◽

Author(s):

Claus Anderskov Madsen

Keyword(s):

Interest Rate ◽

Contingent Claims

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Asymptotic Synthesis of Contingent Claims in a Sequence of Discrete-Time Markets

SSRN Electronic Journal ◽

10.2139/ssrn.3402645 ◽

2019 ◽

Cited By ~ 1

Author(s):

David M. Kreps ◽

W. Schachermayer

Keyword(s):

Discrete Time ◽

Contingent Claims

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