Fitted finite volume method for pricing CO<sub>2</sub>futures option based on the underlying with non-log-normal distribution (Q2804500)
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scientific article; zbMATH DE number 6575429
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fitted finite volume method for pricing CO<sub>2</sub>futures option based on the underlying with non-log-normal distribution |
scientific article; zbMATH DE number 6575429 |
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Fitted finite volume method for pricing CO<sub>2</sub>futures option based on the underlying with non-log-normal distribution (English)
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29 April 2016
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\(\text{CO}_{2}\) emission allowance
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compliance time
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option pricing
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non-log-normal distribution
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finite volume method
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