Archived publication
Archived publication
A penalty scheme for solving American option problems
3136/Nielsen_-_A_penalty_scheme_for_solving_American_option_probl.pdf
September 01, 2000
SAND
- Refereed: 0
- Filename: 3136/Nielsen_-_A_penalty_scheme_for_solving_American_option_probl.pdf
- Conference: ECMI 2000
- Title: A penalty scheme for solving American option problems
- Author(s): Nielsen, Bjørn Fredrik; Skavhaug, Ola; Tveito, Aslak
- Published date: September 01, 2000
- Page(s):
- ISBN:
- Publisher: