A Power Penalty Approach to Numerical Solutions of Two-Asset American Options
| Main Authors: | , , , |
|---|---|
| Format: | Journal Article |
| Published: |
Global-Science Press
2009
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| Online Access: | http://hdl.handle.net/20.500.11937/20116 |
| _version_ | 1848750218479140864 |
|---|---|
| author | Zhang, K. Wang, S. Yang, X. Teo, Kok Lay |
| author_facet | Zhang, K. Wang, S. Yang, X. Teo, Kok Lay |
| author_sort | Zhang, K. |
| building | Curtin Institutional Repository |
| collection | Online Access |
| first_indexed | 2025-11-14T07:33:20Z |
| format | Journal Article |
| id | curtin-20.500.11937-20116 |
| institution | Curtin University Malaysia |
| institution_category | Local University |
| last_indexed | 2025-11-14T07:33:20Z |
| publishDate | 2009 |
| publisher | Global-Science Press |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | curtin-20.500.11937-201162017-01-30T12:17:27Z A Power Penalty Approach to Numerical Solutions of Two-Asset American Options Zhang, K. Wang, S. Yang, X. Teo, Kok Lay 2009 Journal Article http://hdl.handle.net/20.500.11937/20116 Global-Science Press fulltext |
| spellingShingle | Zhang, K. Wang, S. Yang, X. Teo, Kok Lay A Power Penalty Approach to Numerical Solutions of Two-Asset American Options |
| title | A Power Penalty Approach to Numerical Solutions of Two-Asset American Options |
| title_full | A Power Penalty Approach to Numerical Solutions of Two-Asset American Options |
| title_fullStr | A Power Penalty Approach to Numerical Solutions of Two-Asset American Options |
| title_full_unstemmed | A Power Penalty Approach to Numerical Solutions of Two-Asset American Options |
| title_short | A Power Penalty Approach to Numerical Solutions of Two-Asset American Options |
| title_sort | power penalty approach to numerical solutions of two-asset american options |
| url | http://hdl.handle.net/20.500.11937/20116 |