Zhang, K., & Teo, K. L. (2015). A penalty-based method from reconstructing smooth local volatility surface from American options. American Institute of Mathematical Sciences.
Chicago Style (17th ed.) CitationZhang, K., and Kok Lay Teo. A Penalty-based Method from Reconstructing Smooth Local Volatility Surface from American Options. American Institute of Mathematical Sciences, 2015.
MLA (9th ed.) CitationZhang, K., and Kok Lay Teo. A Penalty-based Method from Reconstructing Smooth Local Volatility Surface from American Options. American Institute of Mathematical Sciences, 2015.
Warning: These citations may not always be 100% accurate.