Fitted finite volume method for pricing \(\text{CO}_{2}\) futures option based on the underlying with non-log-normal distribution (Q2804500)
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scientific article; zbMATH DE number 6575429
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| English | Fitted finite volume method for pricing \(\text{CO}_{2}\) futures option based on the underlying with non-log-normal distribution |
scientific article; zbMATH DE number 6575429 |
Statements
Fitted finite volume method for pricing CO<sub>2</sub>futures option based on the underlying with non-log-normal distribution (English)
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29 April 2016
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\(\text{CO}_{2}\) emission allowance
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compliance time
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option pricing
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non-log-normal distribution
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finite volume method
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0.7738158106803894
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0.7382208108901978
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0.7356448173522949
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0.7333737015724182
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0.7258681058883667
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