"Pricing American bond options using a penalty method."

Kai Zhang, Song Wang (2012)

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DOI: 10.1016/J.AUTOMATICA.2012.01.009

access: closed

type: Journal Article

metadata version: 2021-12-02

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Kai Zhang, Song Wang:
Pricing American bond options using a penalty method. Autom. 48(3): 472-479 (2012)

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