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"Fehr, Max"

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Number of items: 4.

Article

Barrieu, Pauline and Fehr, Max (2014) Market-consistent modeling for cap-and-trade schemes and application to option pricing. Operations Research, 62 (2). pp. 234-249. ISSN 0030-364X

Hinz, Juri and Fehr, Max (2010) Storage costs in commodity option pricing. SIAM Journal on Financial Mathematics, 1 (1). pp. 729-751. ISSN 1945-497X

Monograph

Barrieu, Pauline and 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, London, UK.

Carmona, Rene, Fehr, Max and 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, London, UK.

This list was generated on Thu Jul 31 09:46:41 2014 BST.