Stochastics of Environmental and Financial Economics: Centre of Advanced Study, Oslo, Norway, 2014-2015

These Proceedings offer a selection of peer-reviewed research and survey papers by some of the foremost international researchers in the fields of finance, energy, shastics and risk, who present their latest findings on topical problems. The papers cover the areas of shastic modeling in energy and financial markets; risk management with environmental factors from a shastic control perspective; and valuation and hedging of derivatives in markets dominated by renewables, all of which further ...