K. Zhang. Applying a Power Penalty Method to Numerically Pricing American Bond Options. J. Optimization Theory and Applications, 154(1):278-291, 2012. [doi]
@article{Zhang12-53,
title = {Applying a Power Penalty Method to Numerically Pricing American Bond Options},
author = {K. Zhang},
year = {2012},
doi = {10.1007/s10957-012-0004-y},
url = {http://dx.doi.org/10.1007/s10957-012-0004-y},
researchr = {https://researchr.org/publication/Zhang12-53},
cites = {0},
citedby = {0},
journal = {J. Optimization Theory and Applications},
volume = {154},
number = {1},
pages = {278-291},
}