Jiwu Shu, Yonggen Gu, Weimin Zheng. A Novel Numerical Approach of Computing American Option. Int. J. Found. Comput. Sci., 13(5):685-693, 2002. [doi]
@article{ShuGZ02,
title = {A Novel Numerical Approach of Computing American Option},
author = {Jiwu Shu and Yonggen Gu and Weimin Zheng},
year = {2002},
doi = {10.1142/S0129054102001394},
url = {http://dx.doi.org/10.1142/S0129054102001394},
tags = {systematic-approach},
researchr = {https://researchr.org/publication/ShuGZ02},
cites = {0},
citedby = {0},
journal = {Int. J. Found. Comput. Sci.},
volume = {13},
number = {5},
pages = {685-693},
}