Application of the Singularity-Separating Method to American Exotic Option Pricing

You-lan Zhu, Bin-mu Chen, Hongliang Ren, Hanping Xu. Application of the Singularity-Separating Method to American Exotic Option Pricing. Adv. Comput. Math., 19(1-3):147-158, 2003. [doi]

Abstract

Abstract is missing.