Kok Lay Teo

Name: dblp XML data dump
Creator: Schloss Dagstuhl - Leibniz Center for Informatics
Published: 1993
License: https://creativecommons.org/publicdomain/zero/1.0/
Keywords: dblp, XML, computer science, scholarly publications, metadata

◀ ▶ joint publications with K. Zhang

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Publications

2013
[j163]
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K. Zhang, Kok Lay Teo:
Convergence analysis of power penalty method for American bond option pricing. J. Glob. Optim. 56(4): 1313-1323 (2013)
2010
[j134]
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  - journals/oms/ZhangYWT10
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K. Zhang, X. Q. Yang, Song Wang, Kok Lay Teo:
Numerical performance of penalty method for American option pricing. Optim. Methods Softw. 25(5): 737-752 (2010)
2006
[j90]
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  - journals/automatica/ZhangYT06
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K. Zhang, X. Q. Yang, Kok Lay Teo:
Augmented Lagrangian method applied to American option pricing. Autom. 42(8): 1407-1416 (2006)

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