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DELFT UNIVERSITY OF TECHNOLOGY REPORTEfficient Pricing of Commodity Options with Early-Exercise under the Ornstein–Uhlenbeck process B. Zhang
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Document Date: 2011-05-11 08:16:57
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DELFT UNIVERSITY OF TECHNOLOGY REPORTEfficient Pricing of Commodity Options with Early-Exercise under the Ornstein–Uhlenbeck process B. Zhang