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RCIN and OZwRCIN projects

Object

Title: Pricing financial instruments arising from Kyoto Protocol

Creator:

Nowak, Piotr : Autor ; Romaniuk, Maciej : Autor

Date issued/created:

2005

Resource type:

Tekst

Subtitle:

Raport Badawczy = Research Report ; RB/7/2005

Publisher:

Instytut Badań Systemowych. Polska Akademia Nauk ; Systems Research Institute. Polish Academy of Sciences

Place of publishing:

Warszawa

Description:

18 stron ; 21 cm ; Bibliografia s. 15-18

Type of object:

Książka/Rozdział

Abstract:

This article is devoted to presentation of the underlying asset tra­jectory model which may be appropriate for the emissions allowances market arising from Kyoto Protocol. In this paper some general as­pects of such market are also discussed. The stochastic process, which is generalization of Black - Scholes model, is presented. For this pro­cess, the suitable neutral martingale measure methodology and appli­cation of simulations is provided.

Relation:

Raport Badawczy = Research Report

Detailed Resource Type:

Raport

Resource Identifier:

oai:rcin.org.pl:139678

Source:

RB-2005-07

Language:

eng

Language of abstract:

eng

Rights:

Licencja Creative Commons Uznanie autorstwa 4.0

Terms of use:

Zasób chroniony prawem autorskim. [CC BY 4.0 Międzynarodowe] Korzystanie dozwolone zgodnie z licencją Creative Commons Uznanie autorstwa 4.0, której pełne postanowienia dostępne są pod adresem: ; -

Digitizing institution:

Instytut Badań Systemowych Polskiej Akademii Nauk

Original in:

Biblioteka Instytutu Badań Systemowych PAN

Projects co-financed by:

Program Operacyjny Polska Cyfrowa, lata 2014-2020, Działanie 2.3 : Cyfrowa dostępność i użyteczność sektora publicznego; środki z Europejskiego Funduszu Rozwoju Regionalnego oraz współfinansowania krajowego z budżetu państwa

Access:

Otwarty

Object collections:

Last modified:

Oct 8, 2020

In our library since:

Sep 17, 2020

Number of object content downloads / hits:

0

All available object's versions:

https://rcin.org.pl./publication/175133

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