AuthorsB. F. Nielsen, O. Skavhaug and A. Tveito
TitlePenalty and Front-Fixing Methods for the Numerical Solution of American Option Problems
AfilliationScientific Computing, Scientific Computing
StatusPublished
Publication TypeJournal Article
Year of Publication2002
JournalJournal of Computational Finance
Volume5
Number4
Pagination69-97
Citation KeySC.4.Nielsen.2002