A Penalty Scheme for Solving American Option Problems
- Authors
- B. F. Nielsen, O. Skavhaug and A. Tveito
- Editors
- A. M. Anile, V. Capasso and A. Greco
- Status
- Published
- Publication type
- Proceedings Refereed
- Year of publication
- 2002
- Journal
- Progress in industrial mathematics at ECMI 2000
- Publisher
- Springer-Verlag
- Citation key
- 9328