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scientific article; zbMATH DE number 2096574
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scientific article; zbMATH DE number 2096574

    Statements

    author
    Ali Lari-Lavassani
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    Mohamadreza Simchi
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    Antony Ware
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    publication date
    6 September 2004
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    zbMATH Keywords
    Option pricing
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    energy commodity modeling and derivatives
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    mean-reverting models
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    two-factor model
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    forest
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    numerical methods
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    finite difference
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    Identifiers

    zbMATH DE Number
    2096574
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