Carbon Option Pricing and Empirical Analysis Using the Heston Model Under the “Double Carbon” Target

GUO Jingjun, MA Aiqin, CHENG Zhiyong

Journal of Systems Science and Mathematical Sciences ›› 2025, Vol. 45 ›› Issue (9) : 2970-2983.

PDF(436 KB)
PDF(436 KB)
Journal of Systems Science and Mathematical Sciences ›› 2025, Vol. 45 ›› Issue (9) : 2970-2983. DOI: 10.12341/jssms23505

Carbon Option Pricing and Empirical Analysis Using the Heston Model Under the “Double Carbon” Target

    {{javascript:window.custom_author_en_index=0;}}
  • {{article.zuoZhe_EN}}
Author information +
History +

HeighLight

{{article.keyPoints_en}}

Abstract

{{article.zhaiyao_en}}

Key words

QR code of this article

Cite this article

Download Citations
{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of Systems Science and Mathematical Sciences, 2025, 45(9): 2970-2983 https://doi.org/10.12341/jssms23505

References

References

{{article.reference}}

Funding

RIGHTS & PERMISSIONS

{{article.copyrightStatement_en}}
{{article.copyrightLicense_en}}
PDF(436 KB)

Accesses

Citation

Detail

Sections
Recommended

/