AuthorsB. F. Nielsen, O. Skavhaug and A. Tveito
EditorsA. M. Anile, V. Capasso and A. Greco
TitleA Penalty Scheme for Solving American Option Problems
AfilliationScientific Computing, Scientific Computing
StatusPublished
Publication TypeProceedings, refereed
Year of Publication2002
Conference NameProgress in industrial mathematics at ECMI 2000
Pagination608-612
PublisherSpringer-Verlag
Citation KeySC.5.Nielsen.2002