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 |