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

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Revision as of 01:42, 5 March 2024

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Penalty methods for the numerical solution of American multi-asset option problems
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    Penalty methods for the numerical solution of American multi-asset option problems (English)
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    6 November 2008
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    American options
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    penalty methods
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    numerical solution
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