Authors | B. F. Nielsen, O. Skavhaug and A. Tveito |
Editors | A. M. Anile, V. Capasso and A. Greco |
Title | A Penalty Scheme for Solving American Option Problems |
Afilliation | Scientific Computing, Scientific Computing |
Status | Published |
Publication Type | Proceedings, refereed |
Year of Publication | 2002 |
Conference Name | Progress in industrial mathematics at ECMI 2000 |
Pagination | 608-612 |
Publisher | Springer-Verlag |
Citation Key | SC.5.Nielsen.2002 |