"Convergence analysis of power penalty method for American bond option pricing."

K. Zhang, Kok Lay Teo (2013)

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DOI: 10.1007/S10898-012-9843-1

access: closed

type: Journal Article

metadata version: 2020-09-11

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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)

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