Baamonde-Seoane, María A; Calvo-Garrido, María-del-Carmen; Vázquez, Carlos (Universidade da Coruña, Servizo de Publicacións, 2023)
[Abstract] In this work we present one valuation method for Renewable Energy Certificates
(RECs). Starting from a system of FBSDEs and using Ito lemma, we propose a mathematical
model based on a semilinear PDE with two ...