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 |