The Effect of Nonsmooth Payoffs on the Penalty...

The Effect of Nonsmooth Payoffs on the Penalty Approximation of American Options

Howison, S. D., Reisinger, C., Witte, J. H.
How much do you like this book?
What’s the quality of the file?
Download the book for quality assessment
What’s the quality of the downloaded files?
Volume:
4
Language:
english
Journal:
SIAM Journal on Financial Mathematics
DOI:
10.1137/12087743x
Date:
January, 2013
File:
PDF, 1.97 MB
english, 2013
Conversion to is in progress
Conversion to is failed