ListarCongreso XoveTIC: impulsando el talento científico (6º. 2023. A Coruña) por tema "Algoritmo de Bermúdez-Moreno"
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Method for Pricing Renewable Energy Certificates
(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 ...