AuthorsB. F. Nielsen, O. Skavhaug and A. Tveito
TitleNumerical Solution of American Option Problems Using Penalty Methods
AfilliationScientific Computing, Scientific Computing
StatusPublished
Publication TypeTalks, contributed
Year of Publication2001
Location of TalkPresented at the SIAM Annual Meeting in San Diego, USA
Citation KeySC.8.Nielsen.2001.b