The Effect of Non-Smooth Payoffs on the Penalty Approximation of American Options

Author: 

Reisinger, C
Howison, SD
Witte, J-H

Publication Date: 

2013

Journal: 

SIAM Journal on Financial Mathematics

Last Updated: 

2018-11-29T09:24:11.877+00:00

Symplectic id: 

398558

Submitted to ORA: 

Not Submitted

Publication Type: 

Journal Article