Delft Institute of Applied Mathematics / DELFT UNIVERSITY OF TECHNOLOGY REPORT / Delft University of Technology / /
IndustryTerm
matrix-vector products / electricity / energy consumption / electricity prices / analytic solutions / energy prices / /
Organization
Department of Applied Mathematical Analysis Delft / DELFT UNIVERSITY OF TECHNOLOGY / Delft Institute of Applied Mathematics / DELFT UNIVERSITY OF TECHNOLOGY REPORT / Department of Applied Mathematical Analysis / /
DELFT UNIVERSITY OF TECHNOLOGY REPORTEfficient Pricing of Commodity Options with Early-Exercise under the Ornstein–Uhlenbeck process B. Zhang