| Authors | B. F. Nielsen, O. Skavhaug and A. Tveito |
| Title | Penalty Methods for the Numerical Solution of American Multi-Asset Option Problems |
| Afilliation | , Scientific Computing, Scientific Computing |
| Project(s) | Center for Biomedical Computing (SFF) |
| Status | Published |
| Publication Type | Journal Article |
| Year of Publication | 2008 |
| Journal | Journal of Computational and Applied Mathematics |
| Volume | 222 |
| Number | 1 |
| Pagination | 3-16 |
| Citation Key | Simula.SC.24 |
By thinking constantly about it…