Numerical performance of penalty method for American option pricing
2010 ◽
Vol 25
(5)
◽
pp. 737-752
◽
Keyword(s):
2017 ◽
Vol 305
◽
pp. 174-187
◽
2008 ◽
Vol 348
(2)
◽
pp. 915-926
◽
Keyword(s):
2013 ◽
Vol 224
◽
pp. 283-310
◽
2004 ◽
Vol 17
(7)
◽
pp. 809-814
◽
Keyword(s):
1987 ◽
Vol 22
(2)
◽
pp. 153
◽
Keyword(s):