Authors | B. F. Nielsen, O. Skavhaug and A. Tveito |
Title | Numerical Solution of American Option Problems Using Penalty Methods |
Afilliation | Scientific Computing, Scientific Computing |
Status | Published |
Publication Type | Talks, contributed |
Year of Publication | 2001 |
Location of Talk | Presented at the SIAM Annual Meeting in San Diego, USA |
Citation Key | SC.8.Nielsen.2001.b |