Efficient pricing of commodity options with early-exercise under the Ornstein-Uhlenbeck process

2012

Additional Metadata
THEME	Life Sciences (theme 5), Energy (theme 4)
Publisher	Elsevier
Journal	Applied Numerical Mathematics
Organisation	Scientific Computing
Citation APA Style AAA Style APA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Zhang, B., & Oosterlee, K. (2012). Efficient pricing of commodity options with early-exercise under the Ornstein-Uhlenbeck process. Applied Numerical Mathematics, 62, 91–111.

Publication