146 research outputs found

    Optimal exercise boundaries about different <i>δ</i> for Test 2.

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    <p>Optimal exercise boundaries about different <i>δ</i> for Test 2.</p

    The effects of some parameters on the futures price for Test 3.

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    <p>The effects of some parameters on the futures price for Test 3.</p

    The effects of some parameters on the European option prices for Test 1.

    No full text
    <p>The effects of some parameters on the European option prices for Test 1.</p

    The effects of some parameters on the American option prices for Test 2.

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    <p>The effects of some parameters on the American option prices for Test 2.</p

    The effects of stochasticity of convenience yield on the European option prices for Test 1.

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    <p>The effects of stochasticity of convenience yield on the European option prices for Test 1.</p

    Futures values for some points.

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    <p>Futures values for some points.</p

    American call option values for some points.

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    <p>American call option values for some points.</p

    The effects of stochasticity of convenience yield on the futures prices for Test 3.

    No full text
    <p>The effects of stochasticity of convenience yield on the futures prices for Test 3.</p

    Futures values at time points for Test 3.

    No full text
    <p>Futures values at time points for Test 3.</p
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