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

2012-01-01

Applied Numerical Mathematics , Volume 62 p. 91- 111

Additional Metadata
THEME	Life Sciences (theme 5), Energy (theme 4)
Publisher	north-holland
Journal	Applied Numerical Mathematics
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, C.W. (2012). Efficient pricing of commodity options with early-exercise under the Ornstein-Uhlenbeck process. Applied Numerical Mathematics, 62, 91–111.

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