KFU. Card publication. A Penalty Method for American Multi-Asset Option Problems

A PENALTY METHOD FOR AMERICAN MULTI-ASSET OPTION PROBLEMS

Form of presentation

Articles in international journals and collections

Year of publication

2023

Язык

английский

Authors, employees of KFU

Dautov Rafail Zamilovich, author

Bibliographic description in the original language

Dautov R.Z., A Penalty Method for American Multi-Asset Option Problems//Lobachevskii Journal of Mathematics. - 2023. - Vol.44, Is.1. - P.269-281.

Keywords

Penalty Method, American Multi-Asset Option

The name of the journal

Lobachevskii Journal of Mathematics

URL

Please use this ID to quote from or refer to the card

Field DC	Value	Language
dc.contributor.author	Dautov Rafail Zamilovich	ru_RU
dc.date.accessioned	2023-01-01T00:00:00Z	ru_RU
dc.date.available	2023-01-01T00:00:00Z	ru_RU
dc.date.issued	2023	ru_RU
dc.identifier.citation	Dautov R.Z., A Penalty Method for American Multi-Asset Option Problems//Lobachevskii Journal of Mathematics. - 2023. - Vol.44, Is.1. - P.269-281.	ru_RU
dc.identifier.uri	https://repository.kpfu.ru/eng/?p_id=282618&p_lang=2	ru_RU
dc.description.abstract	Lobachevskii Journal of Mathematics	ru_RU
dc.language.iso	ru	ru_RU
dc.subject	Penalty Method	ru_RU
dc.subject	American Multi-Asset Option	ru_RU
dc.title	A Penalty Method for American Multi-Asset Option Problems	ru_RU
dc.type	Articles in international journals and collections	ru_RU