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

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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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