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A. M. Anile
[Clear All Filters]
2002
B. F. Nielsen
,
O. Skavhaug
and
A. Tveito
.
A Penalty Scheme for Solving American Option Problems
In
Progress in industrial mathematics at ECMI 2000
, Edited by
A. M. Anile
,
V. Capasso
and
A. Greco
. Springer-Verlag, 2002.
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