Numerical performance of penalty method for American option pricing

Numerical performance of penalty method for American option pricing

Bibliographic Details
Main Authors: Zhang, K., Yang, X., Wang, S., Teo, Kok Lay
Format: Journal Article
Published: Taylor & Francis 2009
Online Access:http://hdl.handle.net/20.500.11937/17748

Internet

http://hdl.handle.net/20.500.11937/17748

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