AuthorsB. F. Nielsen, O. Skavhaug and A. Tveito
TitlePenalty Methods for the Numerical Solution of American Multi-Asset Option Problems
Afilliation, Scientific Computing, Scientific Computing
Project(s)Center for Biomedical Computing (SFF)
StatusPublished
Publication TypeJournal Article
Year of Publication2008
JournalJournal of Computational and Applied Mathematics
Volume222
Number1
Pagination3-16
Citation KeySimula.SC.24