Convergence property of an interior penalty approach to pricing american option

K. Zhang, Song Wang

    Research output: Contribution to journalArticle

    14 Citations (Scopus)
    Original languageEnglish
    Pages (from-to)435-447
    JournalJournal of Industrial and Management Optimization
    Volume7
    Issue number2
    DOIs
    Publication statusPublished - 2011

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