Title |
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A two-grid penalty method for American options
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Author |
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Abstract |
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Language |
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English
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Source (journal) |
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Computational and Applied Mathematics |
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Publication |
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2018
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ISSN |
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0101-8205
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Volume/pages |
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37:3(2018), p. 2381-2398
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ISI |
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000438312300001
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Full text (Publisher's DOI) |
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Full text (publisher's version - intranet only) |
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