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Chen, Wen, Wang, Song (2014) A penalty method for a fractional order parabolic variational inequality governing American put option valuation. Computers & Mathematics with Applications, 67. 77-90 doi:10.1016/j.camwa.2013.10.007

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Reference TypeJournal (article/letter/editorial)
TitleA penalty method for a fractional order parabolic variational inequality governing American put option valuation
JournalComputers & Mathematics with Applications
AuthorsChen, WenAuthor
Wang, SongAuthor
Year2014 (January)Volume67
PublisherElsevier BV
DOIdoi:10.1016/j.camwa.2013.10.007Search in ResearchGate
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Mindat Ref. ID6575984Long-form Identifiermindat:1:5:6575984:4
GUID0
Full ReferenceChen, Wen, Wang, Song (2014) A penalty method for a fractional order parabolic variational inequality governing American put option valuation. Computers & Mathematics with Applications, 67. 77-90 doi:10.1016/j.camwa.2013.10.007
Plain TextChen, Wen, Wang, Song (2014) A penalty method for a fractional order parabolic variational inequality governing American put option valuation. Computers & Mathematics with Applications, 67. 77-90 doi:10.1016/j.camwa.2013.10.007
In(n.d.) Computers & Mathematics with Applications Vol. 67. Elsevier BV

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