Research on pricing Asian carbon options for an uncertain exponential Ornstein-Uhlenbeck model

Information Sciences 2026

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Authors: Linya Zhang, Lifen Jia

DOI: 10.1016/j.ins.2026.123350

Cited by: 2

References: 18

Fields of Study & Subjects

Market Dynamics and Volatility Capital Investment and Risk Analysis Climate Change Policy and Economics

References 18