英文文献：A Numerical Quadrature Approach To Option Valuation In Water Markets
英文文献作者：Villinski, Michele T.
英文文献摘要：
The standard Black-Scholes approach to option valuation becomes cumbersome and may fail to yield a solution when applied to non-standard options such as those emerging in water markets. An alternative tool, numerical quadrature, avoids some restrictive assumptions of the Black-Scholes framework and can more easily price options with complex structures.