Optimized Pricing Mechanism and Design of Carbon Finance Structured Products
نویسندگان
چکیده
Carbon finance play an essential role in the promotion of carbon peaking and neutrality, one support for development is structured deposit launched by banks. This article first examines pricing rationality a using risk neutrality pricing, GARCH model, Cholesky decomposition, BS Model, Monte Carlo simulation, geometric Brownian motion, Heston model Merton jump-diffusion etc., parameters used asset are all estimated with reasonable basis. Moreover, this also optimized its design from perspectives increasing market participants diversification. Finally, several enlightenments summarized put forward.
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ژورنال
عنوان ژورنال: Financial engineering and risk management
سال: 2023
ISSN: ['2523-2576']
DOI: https://doi.org/10.23977/ferm.2023.060606