"A power penalty method for a 2D fractional partial differential linear ..."

Wen Chen, Song Wang (2017)

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DOI: 10.1016/J.AMC.2017.01.069

access: closed

type: Journal Article

metadata version: 2020-02-21

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Wen Chen, Song Wang:
A power penalty method for a 2D fractional partial differential linear complementarity problem governing two-asset American option pricing. Appl. Math. Comput. 305: 174-187 (2017)

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