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A Power Penalty Approach to Numerical Solutions of Two-Asset American Options

dc.contributor.authorZhang, K.
dc.contributor.authorWang, S.
dc.contributor.authorYang, X.
dc.contributor.authorTeo, Kok Lay
dc.date.accessioned2017-01-30T12:17:27Z
dc.date.available2017-01-30T12:17:27Z
dc.date.created2010-03-15T20:02:29Z
dc.date.issued2009
dc.identifier.citationZhang, K. and Wang, S. and Yang, X.Q. and Teo, K.L. 2009. A Power Penalty Approach to Numerical Solutions of Two-Asset American Options. Numerical Mathematics: Theory, Methods and Applications. 2 (2): pp. 202-223.
dc.identifier.urihttp://hdl.handle.net/20.500.11937/20116
dc.publisherGlobal-Science Press
dc.titleA Power Penalty Approach to Numerical Solutions of Two-Asset American Options
dc.typeJournal Article
dcterms.source.volume2
dcterms.source.startPage202
dcterms.source.endPage223
dcterms.source.issn10048979
dcterms.source.titleNUMERICAL MATHEMATICS: Theory, Methods and Applications
curtin.accessStatusOpen access
curtin.facultySchool of Science and Computing
curtin.facultyDepartment of Mathematics and Statistics
curtin.facultyFaculty of Science and Engineering


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