Pages that link to "Item:Q655547"
From MaRDI portal
The following pages link to Efficient pricing of commodity options with early-exercise under the Ornstein-Uhlenbeck process (Q655547):
Displaying 5 items.
- An efficient algorithm based on eigenfunction expansions for some optimal timing problems in finance (Q893128) (← links)
- An application of Ornstein-Uhlenbeck process to commodity pricing in Thailand (Q1631125) (← links)
- Valuation of electricity storage contracts using the COS method (Q2245038) (← links)
- Maximum likelihood estimators in linear regression models with Ornstein-Uhlenbeck process (Q2405678) (← links)
- TIME‐CHANGED ORNSTEIN–UHLENBECK PROCESSES AND THEIR APPLICATIONS IN COMMODITY DERIVATIVE MODELS (Q5416704) (← links)