Yonggen Gu, Jiwu Shu, Xiaotie Deng, Weimin Zheng. A new numerical method on American option pricing. Science in China Series F: Information Sciences, 45(3):181-188, 2002. [doi]
@article{GuSDZ02,
title = {A new numerical method on American option pricing},
author = {Yonggen Gu and Jiwu Shu and Xiaotie Deng and Weimin Zheng},
year = {2002},
doi = {10.1360/02yf9016},
url = {http://dx.doi.org/10.1360/02yf9016},
researchr = {https://researchr.org/publication/GuSDZ02},
cites = {0},
citedby = {0},
journal = {Science in China Series F: Information Sciences},
volume = {45},
number = {3},
pages = {181-188},
}