Zhang, K., Yang, X., & Teo, K. (2008). Convergence analysis of a monotonic penalty method for American option pricing. Elsevier.
Chicago Style (17th ed.) CitationZhang, K., X. Yang, and Kok Teo. Convergence Analysis of a Monotonic Penalty Method for American Option Pricing. Elsevier, 2008.
MLA (9th ed.) CitationZhang, K., et al. Convergence Analysis of a Monotonic Penalty Method for American Option Pricing. Elsevier, 2008.
Warning: These citations may not always be 100% accurate.