Pages that link to "Item:Q655547"
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The following pages link to Efficient pricing of commodity options with early-exercise under the Ornstein-Uhlenbeck process (Q655547):
Displaying 3 items.
- An efficient algorithm based on eigenfunction expansions for some optimal timing problems in finance (Q893128) (← links)
- Valuation of electricity storage contracts using the COS method (Q2245038) (← links)
- Maximum likelihood estimators in linear regression models with Ornstein-Uhlenbeck process (Q2405678) (← links)
