Chen, W., & Wang, S. (2017). A power penalty method for a 2D fractional partial differential linear complementarity problem governing two-asset American option pricing. Elsevier Inc.
Chicago Style (17th ed.) CitationChen, W., and Song Wang. A Power Penalty Method for a 2D Fractional Partial Differential Linear Complementarity Problem Governing Two-asset American Option Pricing. Elsevier Inc, 2017.
MLA (9th ed.) CitationChen, W., and Song Wang. A Power Penalty Method for a 2D Fractional Partial Differential Linear Complementarity Problem Governing Two-asset American Option Pricing. Elsevier Inc, 2017.
Warning: These citations may not always be 100% accurate.