Imagen de Portada

On effects of present-bias on carbon emission patterns towards a net zero target

Fuente: arXiv

Guardado en:

Detalles Bibliográficos
Autores principales:	Albrecher, Hansjörg, Zhu, Jinxia
Formato:	Preprint
Publicado:	2025
Materias:	Mathematical Finance
Acceso en línea:	Acceder al recurso
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

Ejemplares similares

Risk measures based on target risk profiles
por: Alexander, Jascha, et al.
Publicado: (2024)

Estimating the Hurst parameter from the zero vanna implied volatility and its dual
por: Alos, Elisa, et al.
Publicado: (2025)

Mean-field theory of the Santa Fe model revisited: a systematic derivation from an exact BBGKY hierarchy for the zero-intelligence limit-order book model
por: Wakatsuki, Taiki, et al.
Publicado: (2025)

Shortermism and excessive risk taking in optimal execution with a target performance
por: Barucci, Emilio, et al.
Publicado: (2025)

Irreversible investment under weighted discounting: effects of decreasing impatience
por: Wei, Pengyu, et al.
Publicado: (2024)

Reference-dependent asset pricing with a stochastic consumption-dividend ratio
por: Aquino, Luca De Gennaro, et al.
Publicado: (2024)

Basket Options with Volatility Skew: Calibrating a Local Volatility Model by Sample Rearrangement
por: Zaugg, Nicola F., et al.
Publicado: (2024)

Event-Based Limit Order Book Simulation under a Neural Hawkes Process: Application in Market-Making
por: Lalor, Luca, et al.
Publicado: (2025)

Market-implied time to transition to a low-carbon economy: a stochastic modelling and inference framework
por: Mercuri, Lorenzo, et al.
Publicado: (2026)

An empirical study of market risk factors for Bitcoin
por: Singh, Shubham
Publicado: (2024)

Machine Learning Methods for Pricing Financial Derivatives
por: Fan, Lei, et al.
Publicado: (2024)

Model-Free Deep Hedging with Transaction Costs and Light Data Requirements
por: Brugière, Pierre, et al.
Publicado: (2025)

Marketron games: Self-propelling stocks vs dumb money and metastable dynamics of the Good, Bad and Ugly markets
por: Halperin, I., et al.
Publicado: (2025)

Time-Varying Factor-Augmented Models for Volatility Forecasting
por: Zhang, Duo, et al.
Publicado: (2025)

Proactive Market Making and Liquidity Analysis for Everlasting Options in DeFi Ecosystems
por: Mohanty, Hardhik, et al.
Publicado: (2025)

Forecasting implied volatility surface with generative diffusion models
por: Jin, Chen, et al.
Publicado: (2025)

Simulation of square-root processes made simple: applications to the Heston model
por: Jaber, Eduardo Abi
Publicado: (2024)

On the Hull-White model with volatility smile for Valuation Adjustments
por: van der Zwaard, T., et al.
Publicado: (2024)

Watanabe's expansion: A Solution for the convexity conundrum
por: García-Lorite, David, et al.
Publicado: (2024)

Implied and Realized Volatility: A Study of Distributions and the Distribution of Difference
por: Moghaddam, M. Dashti, et al.
Publicado: (2019)

Deep Penalty Methods: A Class of Deep Learning Algorithms for Solving High Dimensional Optimal Stopping Problems
por: Peng, Yunfei, et al.
Publicado: (2024)

Computing the SSR
por: Friz, Peter K., et al.
Publicado: (2024)

Market information of the fractional stochastic regularity model
por: Angelini, Daniele, et al.
Publicado: (2024)

Joint SPX-VIX calibration with Gaussian polynomial volatility models: deep pricing with quantization hints
por: Jaber, Eduardo Abi, et al.
Publicado: (2022)

Reconciling rough volatility with jumps
por: Jaber, Eduardo Abi, et al.
Publicado: (2023)

Swing contract pricing: with and without Neural Networks
por: Lemaire, Vincent, et al.
Publicado: (2023)

Boundary conditions at infinity for Black-Scholes equations
por: Tsuzuki, Yukihiro
Publicado: (2024)

From Volatility to Variance: A Skew-Enhanced SABR Model and Its Empirical Study in the Chinese Financial Options Market
por: Zhang, Wenxuan, et al.
Publicado: (2026)

SANOS Smooth strictly Arbitrage-free Non-parametric Option Surfaces
por: Buehler, Hans, et al.
Publicado: (2026)

SPX-VIX Risk Computations Via Perturbed Optimal Transport
por: Che, Charlie, et al.
Publicado: (2026)

Three-Currency HJM for Brazilian Credit Markets
por: Coelho, Raphael
Publicado: (2026)

Reinforcement Learning in Non-Markov Market-Making
por: Lalor, Luca, et al.
Publicado: (2024)

Distributions of Historic Market Data -- Relaxation and Correlations
por: Moghaddam, M. Dashti, et al.
Publicado: (2019)

Combined Mutiplicative-Heston Model for Stochastic Volatility
por: Moghaddam, M. Dashti, et al.
Publicado: (2018)

Ultra-short-term volatility surfaces
por: Bandi, Federico M., et al.
Publicado: (2026)

Local wealth condensation for yard-sale models with wealth-dependent biases
por: Börgers, Christoph, et al.
Publicado: (2024)

Bulls vs Bears: a Trinomial Model of a Financial Asset
por: Arca, Nahuel I.
Publicado: (2025)

Quanto Option Pricing on a Multivariate Levy Process Model with a Generative Artificial Intelligence
por: Kim, Young Shin, et al.
Publicado: (2024)

Calibration of a Hybrid Local-Stochastic Volatility Stochastic Rates Model with a Control Variate Particle Method
por: Cozma, Andrei, et al.
Publicado: (2017)

Short-Rate Derivatives in a Higher-for-Longer Environment
por: Karakhanyan, Aram, et al.
Publicado: (2025)