Gu, Yonggeng; Shu, Jiwu; Deng, Xiaotie; Zheng, Weimin A new numerical method an American option pricing. (English) Zbl 1152.91512 Sci. China, Ser. F. 45, No. 3, 181-188 (2002). MSC: 91G60 65M06 91G20 60G40 PDFBibTeX XMLCite \textit{Y. Gu} et al., Sci. China, Ser. F 45, No. 3, 181--188 (2002; Zbl 1152.91512)
Shu, Jiwu; Gu, Yonggeng; Zheng, Weimin A novel numerical approach of computing American option. (English) Zbl 1066.91050 Int. J. Found. Comput. Sci. 13, No. 5, 685-693 (2002). MSC: 91B28 65M06 PDFBibTeX XMLCite \textit{J. Shu} et al., Int. J. Found. Comput. Sci. 13, No. 5, 685--693 (2002; Zbl 1066.91050) Full Text: DOI