A Power Penalty Approach to Numerical Solutions of Two-Asset American Options

Bibliographic Details
Main Authors: Zhang, K., Wang, S., Yang, X., Teo, Kok Lay
Format: Journal Article
Published: Global-Science Press 2009
Online Access:http://hdl.handle.net/20.500.11937/20116
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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