Pricing American Bond Options using a Penalty Method

K. Zhang, Song Wang

Research output: Contribution to journal › Article › peer-review

Access to Document

@article{fa2b344f95054f62971f9585a88f46e0,

title = "Pricing American Bond Options using a Penalty Method",

author = "K. Zhang and Song Wang",

year = "2012",

doi = "10.1016/j.automatica.2012.01.009",

language = "English",

volume = "48",

pages = "472--479",

journal = "Automatica",

issn = "0005-1098",

publisher = "Elsevier",

number = "3",

}