B. F. Nielsen, O. Skavhaug, and A. Tveito (2008)
Penalty methods for the numerical solution of American multi-asset option problems
Journal of Computational and Applied Mathematics 222(1):3-16
|
|
|
B. F. Nielsen, O. Skavhaug, and A. Tveito (2008) Penalty methods for the numerical solution of American multi-asset option problemsJournal of Computational and Applied Mathematics 222(1):3-16 Document Actions |
