A two-grid penalty method for American options
Crossref DOI link: https://doi.org/10.1007/s40314-017-0457-6
Published Online: 2017-05-18
Published Print: 2018-07
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Chernogorova, Tatiana P.
Koleva, Miglena N.
Valkov, Radoslav L.
License valid from 2017-05-18