%0 Journal Article %1 journals/nm/dHalluinFL04 %A d'Halluin, Yann %A Forsyth, Peter A. %A Labahn, George %D 2004 %J Numerische Mathematik %K dblp %N 2 %P 321-352 %T A penalty method for American options with jump diffusion processes. %U http://dblp.uni-trier.de/db/journals/nm/nm97.html#dHalluinFL04 %V 97

@article{journals/nm/dHalluinFL04, added-at = {2016-08-21T00:00:00.000+0200}, author = {d'Halluin, Yann and Forsyth, Peter A. and Labahn, George}, biburl = {https://puma.ub.uni-stuttgart.de/bibtex/2f69e5340bccf564a17441b8a42e749ef/dblp}, ee = {http://dx.doi.org/10.1007/s00211-003-0511-8}, interhash = {bfb1a53e8c6cc850058b0f7e8b0980c9}, intrahash = {f69e5340bccf564a17441b8a42e749ef}, journal = {Numerische Mathematik}, keywords = {dblp}, number = 2, pages = {321-352}, timestamp = {2016-08-23T09:34:09.000+0200}, title = {A penalty method for American options with jump diffusion processes.}, url = {http://dblp.uni-trier.de/db/journals/nm/nm97.html#dHalluinFL04}, volume = 97, year = 2004 }