Convergence analysis of a monotonic penalty method for American option pricing

dc.contributor.author	Zhang, K.
dc.contributor.author	Yang, X.
dc.contributor.author	Teo, Kok
dc.date.accessioned	2017-01-30T15:17:55Z
dc.date.available	2017-01-30T15:17:55Z
dc.date.created	2009-03-26T18:01:20Z
dc.date.issued	2008
dc.identifier.citation	Zhang, Kai and Yang, X and Teo, Kok Lay. 2008. Convergence analysis of a monotonic penalty method for American option pricing. Journal of Mathematical Analysis and Applications. 348 (2): pp. 915-926.
dc.identifier.uri	http://hdl.handle.net/20.500.11937/45039
dc.identifier.doi	10.1016/j.jmaa.2008.07.072
dc.publisher	Elsevier
dc.title	Convergence analysis of a monotonic penalty method for American option pricing
dc.type	Journal Article
dcterms.source.volume	348
dcterms.source.number	2
dcterms.source.startPage	915
dcterms.source.endPage	926
dcterms.source.issn	0022247X
dcterms.source.title	Journal of Mathematical Analysis and Applications
curtin.note	Copyright © 2008 Elsevier Inc. All rights reserved.
curtin.note	The link to the Journal's home page is: http://www.sciencedirect.com/science/journal/0022247X
curtin.department	Department of Mathematics and Statistics
curtin.accessStatus	Open access
curtin.faculty	School of Science
curtin.faculty	Science and Engineering