Penalty methods for the numerical solution of American multi-asset option problems (Q952073): Difference between revisions

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-.1016/j.cam.2007.10.041
@@ Property / DOI: 10.1016/j.cam.2007.10.041 / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.cam.2007.10.041
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@@ Property / OpenAlex ID @@
+W1965135515
@@ Property / OpenAlex ID: W1965135515 / rank @@
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@@ Property / cites work @@
+The Pricing of Options and Corporate Liabilities
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@@ Property / DOI @@
+.1016/J.CAM.2007.10.041
@@ Property / DOI: 10.1016/J.CAM.2007.10.041 / rank @@
+Normal rank