Predicting EUA Prices in EU ETS using Monte Carlo Simulation with Geometric Brownian Motion model

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Bibliographic Details
Main Author: Dekanoidze Nino
Other Authors: Cziszter Kálmán Sándor
Wallner Andras
Format: Thesis
Kulcsszavak:Carbon Markets
EU ETS
Frecasting
Geometric Brownian motion
Monte Carlo Simulation
Online Access:http://dolgozattar.uni-bge.hu/53268