Fitted finite volume method for pricing CO2futures option based on the underlying with non-log-normal distribution

DOI10.1080/00207160.2015.1080357zbMath1386.91159OpenAlexW2221496557MaRDI QIDQ2804500

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Publication date: 29 April 2016

Published in: (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207160.2015.1080357

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