Convergence analysis of a monotonic penalty method for American option pricing

Convergence analysis of a monotonic penalty method for American option pricing

Bibliographic Details
Main Authors:	Zhang, K., Yang, X., Teo, Kok
Format:	Journal Article
Published:	Elsevier 2008
Online Access:	http://hdl.handle.net/20.500.11937/45039

Internet

http://hdl.handle.net/20.500.11937/45039