Numerical performance of penalty method for American option pricing
| Main Authors: | , , , |
|---|---|
| Format: | Journal Article |
| Published: |
Taylor & Francis
2009
|
| Online Access: | http://hdl.handle.net/20.500.11937/17748 |
| _version_ | 1848749546807492608 |
|---|---|
| author | Zhang, K. Yang, X. Wang, S. Teo, Kok Lay |
| author_facet | Zhang, K. Yang, X. Wang, S. Teo, Kok Lay |
| author_sort | Zhang, K. |
| building | Curtin Institutional Repository |
| collection | Online Access |
| first_indexed | 2025-11-14T07:22:40Z |
| format | Journal Article |
| id | curtin-20.500.11937-17748 |
| institution | Curtin University Malaysia |
| institution_category | Local University |
| last_indexed | 2025-11-14T07:22:40Z |
| publishDate | 2009 |
| publisher | Taylor & Francis |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | curtin-20.500.11937-177482017-09-13T15:42:44Z Numerical performance of penalty method for American option pricing Zhang, K. Yang, X. Wang, S. Teo, Kok Lay 2009 Journal Article http://hdl.handle.net/20.500.11937/17748 10.1080/10556780903051930 Taylor & Francis fulltext |
| spellingShingle | Zhang, K. Yang, X. Wang, S. Teo, Kok Lay Numerical performance of penalty method for American option pricing |
| title | Numerical performance of penalty method for American option pricing |
| title_full | Numerical performance of penalty method for American option pricing |
| title_fullStr | Numerical performance of penalty method for American option pricing |
| title_full_unstemmed | Numerical performance of penalty method for American option pricing |
| title_short | Numerical performance of penalty method for American option pricing |
| title_sort | numerical performance of penalty method for american option pricing |
| url | http://hdl.handle.net/20.500.11937/17748 |