Barrieu, Pauline; Fehr, Max Market-consistent modeling for cap-and-trade schemes and application to option pricing. (English) Zbl 1298.91155 Oper. Res. 62, No. 2, 234-249 (2014). MSC: 91G20 91B76 91B24 91B84 PDFBibTeX XMLCite \textit{P. Barrieu} and \textit{M. Fehr}, Oper. Res. 62, No. 2, 234--249 (2014; Zbl 1298.91155) Full Text: DOI
Barrieu, P.; Bellamy, N. Optimal hitting time and perpetual option in a non-Lévy model: application to real options. (English) Zbl 1132.60035 Adv. Appl. Probab. 39, No. 2, 510-530 (2007). Reviewer: Makiko Nisio (Kobe) MSC: 60G40 60G55 60K99 91B28 PDFBibTeX XMLCite \textit{P. Barrieu} and \textit{N. Bellamy}, Adv. Appl. Probab. 39, No. 2, 510--530 (2007; Zbl 1132.60035) Full Text: DOI Euclid