Design of green bonds by double-barrier options

descriptionPublicationkeyboard_double_arrow_right Article , Other literature type 01 Jan 2020Publisher:American Institute of Mathematical Sciences (AIMS)Journal:Discrete and Continuous Dynamical Systems - S, volume 13, pages 1,867-1,882 (issn: 1937-1632, eissn: 1937-1179,

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Authors: Zhang, Shuhua; Yang, Zhuo; Wang, Song;

doi: 10.3934/dcdss.2020110

Design of green bonds by double-barrier options

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Abstract

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Related Organizations

Tianjin University of Finance and Economics
China (People's Republic of)
Curtin University
Australia
Tianjin University of Commerce
China (People's Republic of)

Keywords

carbon price, Environmental economics (natural resource models, harvesting, pollution, etc.), Derivative securities (option pricing, hedging, etc.), double-barrier option, central difference, green bond

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