DELFT UNIVERSITY OF TECHNOLOGY REPORTEfficient Pricing of Commodity Options with Early-Exercise under the Ornstein–Uhlenbeck process B. Zhang

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Date: 2011-05-11 08:16:57 Joseph Fourier Stochastic differential equations Fourier analysis Fourier transform Fourier series Normal distribution Symbol Trigonometric functions Characteristic function Mathematical analysis Statistics Probability theory		DELFT UNIVERSITY OF TECHNOLOGY REPORTEfficient Pricing of Commodity Options with Early-Exercise under the Ornstein–Uhlenbeck process B. Zhang Add to Reading List Source URL: www.ewi.tudelft.nl Download Document from Source Website File Size: 355,43 KB Share Document on Facebook

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