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	north-holland
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