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Ola Skavhaug · Study
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Ola Skavhaug
2 works
· latest 2007
· 1 institutions
cluster: provisional
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Citations
259
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2
02
07
Most cited in this library
Penalty and front-fixing methods for the numerical solution of American option problems
2002 · 175 citations
Penalty methods for the numerical solution of American multi-asset option problems
2007 · 84 citations
Works
2 shown
Penalty methods for the numerical solution of American multi-asset option problems
Journal of Computational and Applied Mathematics
·
2007
·
3 authors
·
Open access
84
citations
Penalty and front-fixing methods for the numerical solution of American option problems
The Journal of Computational Finance
·
2002
·
3 authors
175
citations