A drift-free simulation method for pricing commodity derivatives
- Fernández, J.L.
- Pou, M.
- Vázquez, C.
ISSN: 1526-4025, 1524-1904
Year of publication: 2015
Volume: 31
Issue: 4
Pages: 536-550
Type: Article
ISSN: 1526-4025, 1524-1904
Year of publication: 2015
Volume: 31
Issue: 4
Pages: 536-550
Type: Article