Efficient pricing of commodity options with early-exercise under the Ornstein-Uhlenbeck process / B. Zhang, L.A. Grzelak, C.W. Oosterlee
| rdfs:label | "Efficient pricing of commodity options with early-exercise under the Ornstein-Uhlenbeck process / B. Zhang, L.A. Grzelak, C.W. Oosterlee" |
| schema:name | "Efficient pricing of commodity options with early-exercise under the Ornstein-Uhlenbeck process" |
| schema:author | Zhang, Bowen (1983-) |
| Delft Institute of Applied Mathematics | |
| schema:contributor | Grzelak, Lech Aleksander (1982-) |
| Oosterlee, Cornelis Willebrordus (1967-) | |
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schema:same |
<http:/ |
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schema:main |
<https:/ |
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http:/ |
"2011" |
| schema:about | waarschijnlijkheidsrekening |
| risicoanalyse | |
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schema:in |
"en" |
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schema:is |
Reports of the Department of Applied Mathematical Analysis |
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schema:number |
27 |
| schema:publication |
<https:/ |