✦ LIBER ✦

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

✍ Scribed by B. Zhang; L.A. Grzelak; C.W. Oosterlee

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Quantum extension of European option pri

✍ Edward W. Piotrowski; Małgorzata Schroeder; Anna Zambrzycka 📂 Article 📅 2006 🏛 Elsevier Science 🌐 English ⚖ 157 KB

Pricing of early-exercise Asian options

✍ Zhang, B.; Oosterlee, C.W. 📂 Article 📅 2014 🏛 Elsevier Science 🌐 English ⚖ 505 KB