Convergence analysis of a monotonic penalty method for American option pricing
| Main Authors: | , , |
|---|---|
| Format: | Journal Article |
| Published: |
Elsevier
2008
|
| Online Access: | http://hdl.handle.net/20.500.11937/45039 |
| _version_ | 1848757171198623744 |
|---|---|
| author | Zhang, K. Yang, X. Teo, Kok |
| author_facet | Zhang, K. Yang, X. Teo, Kok |
| author_sort | Zhang, K. |
| building | Curtin Institutional Repository |
| collection | Online Access |
| first_indexed | 2025-11-14T09:23:51Z |
| format | Journal Article |
| id | curtin-20.500.11937-45039 |
| institution | Curtin University Malaysia |
| institution_category | Local University |
| last_indexed | 2025-11-14T09:23:51Z |
| publishDate | 2008 |
| publisher | Elsevier |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | curtin-20.500.11937-450392017-09-13T15:58:10Z Convergence analysis of a monotonic penalty method for American option pricing Zhang, K. Yang, X. Teo, Kok 2008 Journal Article http://hdl.handle.net/20.500.11937/45039 10.1016/j.jmaa.2008.07.072 Elsevier fulltext |
| spellingShingle | Zhang, K. Yang, X. Teo, Kok Convergence analysis of a monotonic penalty method for American option pricing |
| title | Convergence analysis of a monotonic penalty method for American option pricing |
| title_full | Convergence analysis of a monotonic penalty method for American option pricing |
| title_fullStr | Convergence analysis of a monotonic penalty method for American option pricing |
| title_full_unstemmed | Convergence analysis of a monotonic penalty method for American option pricing |
| title_short | Convergence analysis of a monotonic penalty method for American option pricing |
| title_sort | convergence analysis of a monotonic penalty method for american option pricing |
| url | http://hdl.handle.net/20.500.11937/45039 |