A power penalty approach to numerical solutions of two-asset american options

K. Zhang, Song Wang, X.Q. Yang, K.L. Teo

    Research output: Contribution to journalArticle

    Original languageEnglish
    Pages (from-to)202-223
    JournalNumerical Mathematics: Theory, Methods and Applications
    Volume2
    Issue number2
    Publication statusPublished - 2009

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