| Authors | B. F. Nielsen, O. Skavhaug and A. Tveito |
| Title | Penalty and Front-Fixing Methods for the Numerical Solution of American Option Problems |
| Afilliation | Scientific Computing, Scientific Computing |
| Status | Published |
| Publication Type | Journal Article |
| Year of Publication | 2002 |
| Journal | Journal of Computational Finance |
| Volume | 5 |
| Number | 4 |
| Pagination | 69-97 |
| Citation Key | SC.4.Nielsen.2002 |
By thinking constantly about it…