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BibTeX record journals/siamsc/ForsythV02
@article{DBLP:journals/siamsc/ForsythV02, author = {Peter A. Forsyth and Kenneth R. Vetzal}, title = {Quadratic Convergence for Valuing American Options Using a Penalty Method}, journal = {{SIAM} J. Sci. Comput.}, volume = {23}, number = {6}, pages = {2095--2122}, year = {2002}, url = {https://doi.org/10.1137/S1064827500382324}, doi = {10.1137/S1064827500382324}, timestamp = {Thu, 30 Jul 2020 14:29:54 +0200}, biburl = {https://dblp.org/rec/journals/siamsc/ForsythV02.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
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