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Efficient likelihood estimation of Heston model for novel climate-related financial contracts valuation

A proposal suggests using Bitcoin-denominated derivatives contracts on carbon bonds to help governments hedge against climate change and influence carbon bond and cryptocurrency prices.

Featured in No. 24 on 2 Nov 2023 · 2 days after release · 0 citations today

Released
31 Oct 2023
First featured
No. 24 · 2 Nov 2023
Citations (Semantic Scholar)
0
Influential citations
0
Published in
Not yet, as far as Semantic Scholar knows
Shares when featured
3
Identifier
SSRN 4619038

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

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