"Fitted finite volume method for pricing CO2 futures option ..."

Shuhua Chang, Jinghuan Li (2015)

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DOI: 10.1080/00207160.2015.1080357

access: closed

type: Journal Article

metadata version: 2024-10-06

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Shuhua Chang, Jinghuan Li:
Fitted finite volume method for pricing CO₂ futures option based on the underlying with non-log-normal distribution. Int. J. Comput. Math. 92(12): 2455-2474 (2015)

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