Hong Jun Zhou, Ka Fai Cedric Yiu, Leong Kwan Li. Evaluating American put options on zero-coupon bonds by a penalty method. J. Computational Applied Mathematics, 235(13):3921-3931, 2011. [doi]
@article{ZhouYL11,
title = {Evaluating American put options on zero-coupon bonds by a penalty method},
author = {Hong Jun Zhou and Ka Fai Cedric Yiu and Leong Kwan Li},
year = {2011},
doi = {10.1016/j.cam.2011.01.038},
url = {http://dx.doi.org/10.1016/j.cam.2011.01.038},
researchr = {https://researchr.org/publication/ZhouYL11},
cites = {0},
citedby = {0},
journal = {J. Computational Applied Mathematics},
volume = {235},
number = {13},
pages = {3921-3931},
}