Yuji Yoshida. A discrete-time model of American put option in an uncertain environment. European Journal of Operational Research, 151(1):153-166, 2003. [doi]
@article{Yoshida03:3,
title = {A discrete-time model of American put option in an uncertain environment},
author = {Yuji Yoshida},
year = {2003},
doi = {http://dx.doi.org/10.1016/S0377-2217(02)00591-X},
tags = {meta-model, Meta-Environment, meta-objects},
researchr = {http://researchr.org/publication/Yoshida03%3A3},
cites = {0},
citedby = {0},
journal = {European Journal of Operational Research},
volume = {151},
number = {1},
pages = {153-166},
}