| dc.contributor.author | Zhang, K. | |
| dc.contributor.author | Yang, X. | |
| dc.contributor.author | Wang, S. | |
| dc.contributor.author | Teo, Kok Lay | |
| dc.date.accessioned | 2017-01-30T12:03:51Z | |
| dc.date.available | 2017-01-30T12:03:51Z | |
| dc.date.created | 2010-03-15T20:02:28Z | |
| dc.date.issued | 2009 | |
| dc.identifier.citation | Zhang, K and Yang, X and Wang, Song and Teo, Kok Lay. 2009. Numerical performance of penalty method for American option pricing. Optimization Methods and Software. 25 (5): pp. 737-752. | |
| dc.identifier.uri | http://hdl.handle.net/20.500.11937/17748 | |
| dc.identifier.doi | 10.1080/10556780903051930 | |
| dc.publisher | Taylor & Francis | |
| dc.title | Numerical performance of penalty method for American option pricing | |
| dc.type | Journal Article | |
| dcterms.source.volume | 1.00 | |
| dcterms.source.startPage | 1 | |
| dcterms.source.endPage | 16 | |
| dcterms.source.issn | 10556788 | |
| dcterms.source.title | Optimization Methods and Software | |
| curtin.accessStatus | Open access | |
| curtin.faculty | School of Science and Computing | |
| curtin.faculty | Department of Mathematics and Statistics | |
| curtin.faculty | Faculty of Science and Engineering | |
